{"title":"英国资产定价模型的盈利能力和投资因素","authors":"Eoghan Nichol, M. Dowling","doi":"10.2139/ssrn.2511166","DOIUrl":null,"url":null,"abstract":"Two recent asset pricing models share a common core of the addition of profitability and investment as factors, but differ in implementation. We adapt these models for the UK and argue that the Fama–French five-factor profitability factor offers the most potential.","PeriodicalId":417524,"journal":{"name":"FEN: Other International Corporate Finance (Topic)","volume":"11 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2014-10-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"33","resultStr":"{\"title\":\"Profitability and Investment Factors for UK Asset Pricing Models\",\"authors\":\"Eoghan Nichol, M. Dowling\",\"doi\":\"10.2139/ssrn.2511166\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Two recent asset pricing models share a common core of the addition of profitability and investment as factors, but differ in implementation. We adapt these models for the UK and argue that the Fama–French five-factor profitability factor offers the most potential.\",\"PeriodicalId\":417524,\"journal\":{\"name\":\"FEN: Other International Corporate Finance (Topic)\",\"volume\":\"11 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2014-10-17\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"33\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"FEN: Other International Corporate Finance (Topic)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.2139/ssrn.2511166\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"FEN: Other International Corporate Finance (Topic)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.2511166","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Profitability and Investment Factors for UK Asset Pricing Models
Two recent asset pricing models share a common core of the addition of profitability and investment as factors, but differ in implementation. We adapt these models for the UK and argue that the Fama–French five-factor profitability factor offers the most potential.
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