Overview
Kenneth R. French is a financial economist (Tuck School of Business, Dartmouth College), best known for his work with Eugene Fama on empirical asset pricing and for maintaining the widely used data library of factor and portfolio returns.
Key Contributions / Features
- Fama-French factor models: the three-factor (1993) and five-factor (2015) models of expected stock returns (size, value, profitability, investment).
- Data Library: the standard public source of the Fama-French factors and test-asset portfolios used throughout empirical finance.
- Work on the cross-section of returns, dividend/earnings behaviour, and the cost of capital.
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