---
title: "Fama-French three-factor model: formula and papers"
description: "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."
url: https://scholar4ai.com/equations/fama-french-three-factor-model
markdown_url: https://scholar4ai.com/equations/fama-french-three-factor-model.md
license: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/)
share_text: "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."
data_url: https://scholar4ai.com/data/rankings.json
updated: 2026-10-26T14:52:47+09:00
window: 2026-09-27 to 2026-10-26
source: OpenAlex (CC0)
---

# Fama-French three-factor model

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

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

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

Back to the ranking: https://scholar4ai.com/rankings/equations.md

## 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](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 |
| 2026-10-05 | [Beyond readability: Managerial disclosure cohesion and information asymmetry](https://doi.org/10.1016/j.frl.2026.110883) | [Finance research letters](https://scholar4ai.com/journals/finance-research-letters.md) | Li Dang, Chuancai Zhang | California Polytechnic State University |
| 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 |  |
| 2026-10-01 | [CEO Inherited Altruism, Firm Corporate Social Responsibility, and Shareholder Returns](https://doi.org/10.1007/s10551-026-06475-6) | [Journal of Business Ethics](https://scholar4ai.com/journals/journal-of-business-ethics.md) | 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](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 three-factor model. Journal Research Rankings. Retrieved October 26, 2026, from https://scholar4ai.com/equations/fama-french-three-factor-model

```bibtex
@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}
}
```

License: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/).