Revisiting The Five-Factor Model
Revisiting The Five-Factor Model

Nearly 30 years ago, Eugene Fama and Kenneth French introduced their three-factor model, augmenting the capital asset pricing model (CAPM) with small minus big (SMB) and high minus low (HML).…

Fama, French, Buffett & Value

In his latest column for Forbes.com, Validea CEO John Reese looks at the implications of new research from renowned finance professors Kenneth French and Eugene Fama that turns conventional thinking…

The Diversification Debate

In addition to the question of how many stocks they should own, another similar question many investors ask is how many funds or asset classes they should own. In a…