--- title: "Fama-French five-factor model: formula and papers" description: "Fama-French five-factor model was mentioned in 14 papers in the last 30 days (2026-09-27 to 2026-10-26), ranking #55 of the 104 equations and models mentioned." url: https://scholar4ai.com/equations/fama-french-five-factor-model markdown_url: https://scholar4ai.com/equations/fama-french-five-factor-model.md license: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/) data_url: https://scholar4ai.com/data/rankings.json updated: 2026-10-26T13:22:50+09:00 window: 2026-09-27 to 2026-10-26 source: OpenAlex (CC0) --- # Fama-French five-factor model $$ R_{it} - R_{ft} = \alpha_i + b_i\,\mathit{MKT}_t + s_i\,\mathit{SMB}_t + h_i\,\mathit{HML}_t + r_i\,\mathit{RMW}_t + c_i\,\mathit{CMA}_t + \varepsilon_{it} $$ Adds profitability (RMW) and investment (CMA) factors to the three-factor model. - area: Asset pricing and risk - 1 papers in the last 7 days - Names searched for: Fama-French five-factor, Fama and French five-factor, Fama-French 5-factor, five-factor model, FF5 Back to the ranking: https://scholar4ai.com/rankings/equations.md ## Key findings - Fama-French five-factor model was mentioned in 14 papers in the last 30 days (2026-09-27 to 2026-10-26), ranking #55 of the 104 equations and models mentioned. - By journal category: Finance (11), Management (2) and Economics (1). - Most of them appeared in International Review of Economics & Finance (3), Financial markets and portfolio management (2) and Research in International Business and Finance (2). - Often mentioned together with Ordinary least squares (OLS) (6), Logistic regression (logit) (6) and Carhart four-factor model (5). - Datasets named in the same papers: S&P 500 (5), OR-Library (5) and CRSP (4). - From Apr 2024 to Sep 2026, 29 archived papers mentioned Fama-French five-factor model in their title, abstract or keywords, most of them in Sep 2026 (6). ## Mentions over 30 months *Papers mentioning it by publication month, Apr 2024 to Sep 2026 (titles, abstracts and keywords)* | Trend | Apr 24–Sep 24 | Oct 24–Sep 25 | Oct 25–Sep 26 | 30 months | |---|---:|---:|---:|---:| | | 8 | 15 | 6 | 29 | *Papers mentioning Fama-French five-factor model, newest first.* | Date | Title | Journal | Authors | Affiliations | |---|---|---|---|---| | 2026-10-23 | [From pixels to profits: trading arbitrage portfolios based on image representations](https://doi.org/10.1007/s11408-026-00507-x) | [Financial markets and portfolio management](https://scholar4ai.com/journals/financial-markets-and-portfolio-management.md) | Niklas Paluszkiewicz | Universität Ulm | | 2026-10-14 | [Explaining the cross-section of Japanese equity returns using equi-correlation structures and component selection](https://doi.org/10.1016/j.iref.2026.105957) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | Takayuki Morimoto, Yohji Akama, Yoshinori Kawasaki | | | 2026-10-13 | [Implied temperature rise metrics: a compass without direction?](https://doi.org/10.1007/s11408-026-00502-2) | [Financial markets and portfolio management](https://scholar4ai.com/journals/financial-markets-and-portfolio-management.md) | Manuel C. Kathan, Moritz Reisser, Sebastian Utz | University of Augsburg; University of St.Gallen; Center for Climate and Resilience Research; … | | 2026-10-09 | [A new kid on the new block: DeepSeek release impact on U.S. AI firms, tech sector and the broader markets](https://doi.org/10.1016/j.ribaf.2026.103666) | [Research in International Business and Finance](https://scholar4ai.com/journals/research-in-international-business-and-finance.md) | Muhammad Naveed, Constantin Gurdgiev, Shoaib Ali | Bahria University; University of Northern Colorado; International University of Rabat | | 2026-10-08 | [Behavioral drivers of cryptocurrency markets: A systematic review](https://doi.org/10.1016/j.jbef.2026.101265) | [Journal of Behavioral and Experimental Finance](https://scholar4ai.com/journals/journal-of-behavioral-and-experimental-finance.md) | Sebastian Steindl, Hans Rüdiger Kaufmann, Bernd Britzelmaier | University of Nicosia; Pforzheim University of Applied Sciences | | 2026-10-06 | [Chronologically consistent large language models](https://doi.org/10.1016/j.jfineco.2026.104374) | [Journal of Financial Economics](https://scholar4ai.com/journals/journal-of-financial-economics.md) | Songrun He, Linying Lv, Asaf Manela et al. | Chinese University of Hong Kong; Washington University in St. Louis; University of Iowa | | 2026-10-06 | [Sentiment interactions in financial markets: Conditional volatility, feedback, and shock propagation](https://doi.org/10.1016/j.iref.2026.105946) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | Md Tanvir Hasan | University of Dhaka; University of Glasgow | | 2026-10-01 | [Dynamic factor loadings and portfolio return prediction: Evidence from deep sequence models](https://doi.org/10.1016/j.iref.2026.105909) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | Viktor Manahov, Zihao Hou, Dimitrios Stafylas | | | 2026-09-30 | [Oil prices and the pricing of green equity ETFs: Evidence on greenium dynamics](https://doi.org/10.1016/j.jfds.2026.100206) | [The Journal of Finance and Data Science](https://scholar4ai.com/journals/the-journal-of-finance-and-data-science.md) | José Alejandro Fernández Fernández, Miguel Ángel Casquet, Sonia Quiroga | Universidad Complutense de Madrid | | 2026-09-30 | [The duality of playful work design: A diary study of designing fun and competition](https://doi.org/10.1016/j.jbusres.2026.116566) | [Journal of Business Research](https://scholar4ai.com/journals/journal-of-business-research.md) | Arnold B. Bakker, Jørn Hetland, Yuri S. Scharp et al. | University of Ljubljana; Lingnan University; University of Johannesburg; … | | 2026-09-29 | [Do trade secrets predict returns? Evidence from the Inevitable Disclosure Doctrine](https://doi.org/10.1016/j.ribaf.2026.103637) | [Research in International Business and Finance](https://scholar4ai.com/journals/research-in-international-business-and-finance.md) | Di Luo, Rongbing Xiao | University of Dundee; Sun Yat-sen University | | 2026-09-29 | [The 52-week high liquidity mirage: How behavioral convergence impairs price discovery](https://doi.org/10.1016/j.jbankfin.2026.107830) | [Journal of Banking & Finance](https://scholar4ai.com/journals/journal-of-banking-finance.md) | Joshua Della Vedova, Mingze Gao, Andrew R. Grant et al. | Macquarie University; The University of Sydney; University of San Diego | | 2026-09-29 | [Creative minds in the age of AI. personality traits, AI perception, and creativity tasks](https://doi.org/10.1016/j.socec.2026.102659) | [Journal of Behavioral and Experimental Economics](https://scholar4ai.com/journals/journal-of-behavioral-and-experimental-economics.md) | Federico Atzori, Luca Corazzini, Alessandra Guarnieri | University of Cagliari; University of Milano-Bicocca | | 2026-09-28 | [Personality does not directly predict brand advocacy in a utilitarian service category: a bounded null, three converging accounts, and the limits of testing cross-brand transfer](https://doi.org/10.1057/s41270-026-00546-3) | [Journal of Marketing Analytics](https://scholar4ai.com/journals/journal-of-marketing-analytics.md) | Oliver Karl Valter Lindahl, Jori Grym, Christian A. Hakulinen et al. | University of Helsinki; Hanken School of Economics; Aalto University | ## Cite this page Scholar4AI. (2026). Fama-French five-factor model. Journal Research Rankings. Retrieved October 26, 2026, from https://scholar4ai.com/equations/fama-french-five-factor-model ```bibtex @misc{scholar4ai-equations-fama-french-five-factor-model, author = {{Scholar4AI}}, title = {Fama-French five-factor model}, year = {2026}, howpublished = {\url{https://scholar4ai.com/equations/fama-french-five-factor-model}}, urldate = {2026-10-26}, note = {Journal Research Rankings; data from OpenAlex (CC0); licensed CC BY-NC 4.0} } ``` License: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/).