The dominant multifactor models today are variants of the Fama-French model, incorporating market, size, value, momentum, and,

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The dominant multifactor models today are variants of the Fama-French model, incorporating market, size, value, momentum, and, sometimes, liquidity or other factors. However, the recent emergence of an ever-growing collection of discovered factors casts doubt on the validity of many of these findings. This has led to several suggestions that the criteria for widespread acceptance of a priced factor be tightened. pl856

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ISE Investments

ISBN: 9781266085963

13th International Edition

Authors: Zvi Bodie, Alex Kane, Alan Marcus

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