three-factor

Distilled to its essence, the Fama-French three-factor model holds that a portfolio tilted toward small and value stocks which increases risk has a higher expected return than a portfolio without this tilt, over the long term.

Dan Solin: Their Confidence Is Killing Your Returns Dan Solin 2011

Their three-factor model is one of the most popular among researchers, though many now include momentum as a fourth factor.

Here's What's Really Driving Your Returns Joe Light 2011

Distilled to its essence, the Fama-French three-factor model holds that a portfolio tilted toward small and value stocks which increases risk has a higher expected return than a portfolio without this tilt, over the long term.

Dan Solin: Their Confidence Is Killing Your Returns Dan Solin 2011

It is known as the Fama-French three-factor model.

Dan Solin: Their Confidence Is Killing Your Returns Dan Solin 2011

Our procedural due process analysis is controlled by the three-factor test prescribed in Mathews v. Eldridge, 424 U.S.

The Volokh Conspiracy » Second Circuit Due Process Victory for Connecticut Carry Permit Holders 2010

It is known as the Fama-French three-factor model.

Dan Solin: Their Confidence Is Killing Your Returns Dan Solin 2011

They are pioneers in factor analysis and the creators of the three-factor model.

Active Managers' Market-Beating Claims Debunked 2010

To be fair, in the styles that performed well, the managers picked up points from the three-factor adjustment.

Active Managers' Market-Beating Claims Debunked 2010

For example, using a standard measure of expected returns as the benchmark (the three-factor asset pricing model), only the actual best-performing 2% of funds, as a group, outperformed the simulations.

Luck Is The Key To Success For Most Top Mutual Funds 2010

Morningstar's Box Score Report began publishing three-factor adjustments to active funds starting in 2009, and the results were eye-opening.

Active Managers' Market-Beating Claims Debunked 2010