Kenneth French
The Low-Volatility Factor and Occam’s Razor
Will the low-volatility premium continue to be the best-kept secret in financial markets?
ESG Investing and the Popularity Asset Pricing Model (PAPM)
When it comes to ESG investing, we have to agree that we don’t all agree.
Top 10 Posts from 2022: Fama and French, Damodaran, the Equity Risk Premium
In a wild year for markets and investing, what EI content most resonated with readers?
Fama and French: The Five-Factor Model Revisited
How well has Fama and French's five-factor model explained returns?
Navigating a China Dip
Visiting Hong Kong for the first time in two decades, Mark Harrison, CFA, sees evidence of breakneck economic transformation everywhere. But what happens when the music stops?