TY  - JOUR
TI  - Risk, Return, and Equilibrium: Empirical Tests
AU  - Eugene F. Fama
AU  - James D. MacBeth
JO  - Journal of Political Economy
PY  - 1973
VL  - 81
IS  - 3
DO  - 10.1086/260061
UR  - https://doi.org/10.1086/260061
ER  -


TY  - JOUR
TI  - Implications of Security Market Data for Models of Dynamic Economies
AU  - Lars Peter Hansen
AU  - Ravi Jagannathan
JO  - Journal of Political Economy
PY  - 1991
VL  - 99
IS  - 2
DO  - 10.1086/261749
UR  - https://doi.org/10.1086/261749
ER  -


TY  - JOUR
TI  - Common risk factors in the returns on stocks and bonds
AU  - Eugene F. Fama
AU  - Kenneth R. French
JO  - Journal of Financial Economics
PY  - 1993
VL  - 33
IS  - 1
DO  - 10.1016/0304-405x(93)90023-5
UR  - https://doi.org/10.1016/0304-405x(93)90023-5
ER  -


TY  - JOUR
TI  - Characteristics are covariances: A unified model of risk and return
AU  - Bryan T. Kelly
AU  - Seth Pruitt
AU  - Yinan Su
JO  - Journal of Financial Economics
PY  - 2019
VL  - 134
IS  - 3
DO  - 10.1016/j.jfineco.2019.05.001
UR  - https://doi.org/10.1016/j.jfineco.2019.05.001
ER  -