Fama-French three-factor model

area: Asset pricing and risk · 1 papers in the last 7 days

R_{it} - R_{ft} = \alpha_i + b_i\,\mathit{MKT}_t + s_i\,\mathit{SMB}_t + h_i\,\mathit{HML}_t + \varepsilon_{it}

Explains excess returns with the market, size (SMB) and value (HML) factors.

LaTeX: R_{it} - R_{ft} = \alpha_i + b_i\,\mathit{MKT}_t + s_i\,\mathit{SMB}_t + h_i\,\mathit{HML}_t + \varepsilon_{it}

Names searched for: Fama-French three-factor, Fama and French three-factor, Fama-French 3-factor, Fama and French 3-factor, three-factor model, FF3

Key findings#

Fama-French three-factor model was mentioned in 5 papers in the last 30 days (2026-09-27 to 2026-10-26), ranking #78 of the 104 equations and models mentioned.
By journal category: Finance (3) and Management (2).
Most of them appeared in Financial markets and portfolio management (1), Finance research letters (1) and International Review of Economics & Finance (1).
Often mentioned together with Capital asset pricing model (CAPM) (3), Carhart four-factor model (3) and Fama-French five-factor model (3).
Datasets named in the same papers: CRSP (3), Compustat (2) and ExecuComp (2).
From Oct 2023 to Sep 2026, 23 archived papers mentioned Fama-French three-factor model in their title, abstract or keywords, most of them in Oct 2023 (3).

Mentions over 36 months#

Papers mentioning it by publication month, Oct 2023 to Sep 2026 (titles, abstracts and keywords)
Trend	Oct 23–Sep 24	Oct 24–Sep 25	Oct 25–Sep 26	36 months
	11	11	1	23

Papers mentioning Fama-French three-factor model, newest first.
Date	Title	Journal	Authors	Affiliations
2026-10-23	From pixels to profits: trading arbitrage portfolios based on image representations	Financial markets and portfolio management	Niklas Paluszkiewicz	Universität Ulm
2026-10-05	Beyond readability: Managerial disclosure cohesion and information asymmetry	Finance research letters	Li Dang, Chuancai Zhang	California Polytechnic State University
2026-10-01	Dynamic factor loadings and portfolio return prediction: Evidence from deep sequence models	International Review of Economics & Finance	Viktor Manahov, Zihao Hou, Dimitrios Stafylas
2026-10-01	CEO Inherited Altruism, Firm Corporate Social Responsibility, and Shareholder Returns	Journal of Business Ethics	Miriam Marra, Jing Ruan, Lisa Schopohl et al.	ICMA Centre; University of Reading; KIMEP University; …
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	Journal of Marketing Analytics	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 three-factor model. Journal Research Rankings. Retrieved October 26, 2026, from https://scholar4ai.com/equations/fama-french-three-factor-model

@misc{scholar4ai-equations-fama-french-three-factor-model,
  author = {{Scholar4AI}},
  title = {Fama-French three-factor model},
  year = {2026},
  howpublished = {\url{https://scholar4ai.com/equations/fama-french-three-factor-model}},
  urldate = {2026-10-26},
  note = {Journal Research Rankings; data from OpenAlex (CC0); licensed CC BY-NC 4.0}
}

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