Financial Markets and Investment Strategies, Complex Systems and Time Series Analysis, Corporate Finance and GovernanceA five-factor asset pricing modelJournal of Financial Economics · 2014EEugene F. Fama·KKenneth R. French0 KT citations39 views0 saves0 references AbstractAbstract metadata is not available.Research topicsComplex Systems and Time Series AnalysisCorporate Finance and GovernanceFinancial Markets and Investment Strategies Continue discoveringRelated researchCommon risk factors in the returns on stocks and bondsTheory of the firm: Managerial behavior, agency costs and ownership structureAbsence of Ferromagnetism or Antiferromagnetism in One- or Two-Dimensional Isotropic Heisenberg ModelsIt is rigorously proved that at any nonzero temperature, a one- or two-dimensional isotropic spin-$S$ Heisenberg model with finite-range exchange interaction can be neither ferromagnetic nor antiferromagnetic. The metho…
Absence of Ferromagnetism or Antiferromagnetism in One- or Two-Dimensional Isotropic Heisenberg ModelsIt is rigorously proved that at any nonzero temperature, a one- or two-dimensional isotropic spin-$S$ Heisenberg model with finite-range exchange interaction can be neither ferromagnetic nor antiferromagnetic. The metho…