Edit Profile (opens in new tab) French, Kenneth R. Compute Distance To: Compute Author ID: french.kenneth-r Published as: French, Kenneth R. Documents Indexed: 1 Publication since 1993 Co-Authors: 1 Co-Author with 1 Joint Publication 3 Co-Co-Authors Co-Authors 0 single-authored 1 Fama, Eugene F. Serials 1 Journal of Financial Economics Fields 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 1 Publications have been cited 358 times in 357 Documents Cited by ▼ Year ▼ Common risk factors in the returns on stocks and bonds. Zbl 1131.91335Fama, Eugene F.; French, Kenneth R. 358 1993 Common risk factors in the returns on stocks and bonds. Zbl 1131.91335Fama, Eugene F.; French, Kenneth R. 358 1993 all cited Publications top 5 cited Publications all top 5 Cited by 739 Authors 8 Fan, Jianqing 6 Ando, Tomohiro 6 Lan, Wei 6 Xiu, Dacheng 5 Fabozzi, Frank J. 4 Aït-Sahalia, Yacine 4 Kim, Woo Chang 3 Arvanitis, Stelios 3 Bai, Jushan 3 Chen, Zhiping 3 Feng, Long 3 Gospodinov, Nikolay 3 He, Yong 3 Kan, Raymond 3 Konno, Hiroshi 3 Kwon, Roy H. 3 Liu, Binghui 3 Robotti, Cesare 3 Sentana, Enrique 3 Topaloglou, Nikolas 3 Tu, Jun 3 Wang, Hansheng 3 Wang, Weichen 3 Yamamoto, Rei 3 Zhang, Xinsheng 3 Zhong, Yiqiao 2 Akdeniz, Levent 2 Almeida, Caio 2 Billio, Monica 2 Bodnar, Taras 2 Bouchaud, Jean-Philippe 2 Cai, Zongwu 2 Carvalho, Carlos Marinho 2 Chen, Zilin 2 Costa, Giorgio 2 Ding, Yuanyao 2 Doumpos, Michael 2 Edirisinghe, N. Chanaka P. 2 Fiorentini, Gabriele 2 Fisher, Mark H. 2 Flori, Andrea 2 Gao, Yachun 2 Garcia, René 2 Giacomini, Raffaella 2 Gotoh, Jun-ya 2 Grobys, Klaus 2 Guidolin, Massimo 2 Hallerbach, Winfried G. 2 Horváth, Lajos 2 Jensen, Mark J. 2 Kelly, Bryan 2 Kleibergen, Frank 2 Koksalan, Murat M. 2 Kubokawa, Tatsuya 2 Lai, Wan-Ni 2 Li, Kunpeng 2 Li, Yong 2 Lim, Andrew E. B. 2 Lin, Qi 2 Lin, Xi 2 Linton, Oliver Bruce 2 Liu, Jia 2 Lü, Lina 2 Lu, Wanbo 2 Meade, Nigel 2 Mohrschladt, Hannes 2 Olbryś, Joanna 2 Olmo, Jose 2 Ouysse, Rachida 2 Pätäri, Eero 2 Pitselis, Georgios 2 Ragusa, Giuseppe 2 Ren, Yu 2 Scaillet, Olivier 2 Schneider, Judith C. 2 Spronk, Jaap 2 Sun, Edward W. 2 Tsay, Ruey S. 2 Tuncer Şakar, Ceren 2 Wang, Shixuan 2 Yu, Philip Leung Ho 2 Zeng, Tao 2 Zhang, Bo 2 Zhang, Mingjuan 2 Zhong, Pingshou 2 Zopounidis, Constantin 1 Abdi, Rasoul 1 Abhyankar, Abhay 1 Adcock, C. J. 1 Aggarwal, Geetu 1 Aggarwal, Navdeep 1 Ahn, So Hyoung 1 Äijö, Janne 1 Albuquerque, Rui 1 Alcock, Jamie 1 Ali, Asgar 1 Allen, Franklin 1 Amengual, Dante 1 Anatolyev, Stanislav 1 Anderson, Robert M. ...and 639 more Authors all top 5 Cited in 80 Serials 60 Journal of Econometrics 47 Quantitative Finance 22 European Journal of Operational Research 20 Economics Letters 17 Annals of Operations Research 16 Journal of Economic Dynamics & Control 12 Asia-Pacific Financial Markets 11 International Journal of Theoretical and Applied Finance 10 Computational Statistics and Data Analysis 9 Econometric Reviews 6 Physica A 6 Journal of the American Statistical Association 6 Journal of Multivariate Analysis 6 Annals of Finance 5 The Annals of Statistics 5 Insurance Mathematics & Economics 4 Journal of Economic Theory 3 Applied Mathematics and Computation 3 Journal of Statistical Planning and Inference 3 Statistics 3 Computers & Operations Research 3 Journal of Global Optimization 3 Econometric Theory 3 North American Actuarial Journal 3 The Annals of Applied Statistics 2 Operations Research Letters 2 Statistical Science 2 Computational Economics 2 Open Economies Review 2 Applied Mathematical Finance 2 Bernoulli 2 Journal of Applied Statistics 2 Review of Derivatives Research 2 Science China. Mathematics 2 Algorithmic Finance 1 Physics Reports 1 Chaos, Solitons and Fractals 1 Journal of Optimization Theory and Applications 1 Mathematics and Computers in Simulation 1 Operations Research 1 OR Spektrum 1 Statistics & Probability Letters 1 Acta Mathematicae Applicatae Sinica. English Series 1 Optimization 1 Mathematical and Computer Modelling 1 Communications in Statistics. Theory and Methods 1 Applied Mathematics. Series B (English Edition) 1 Economic Theory 1 Top 1 Journal of Nonparametric Statistics 1 Finance and Stochastics 1 Optimization Methods & Software 1 Soft Computing 1 The Econometrics Journal 1 Discrete Dynamics in Nature and Society 1 Extremes 1 CEJOR. Central European Journal of Operations Research 1 Methodology and Computing in Applied Probability 1 Optimization and Engineering 1 Applied Stochastic Models in Business and Industry 1 Journal of Machine Learning Research (JMLR) 1 OR Spectrum 1 Computational Management Science 1 Journal of Industrial and Management Optimization 1 Journal of Forecasting 1 Journal of the Korean Statistical Society 1 International Journal of Operations Research (Taichung) 1 Mathematics and Financial Economics 1 Networks and Heterogeneous Media 1 Electronic Journal of Statistics 1 SIAM Journal on Financial Mathematics 1 Vestnik Yuzhno-Ural’skogo Gosudarstvennogo Universiteta. Seriya Matematicheskoe Modelirovanie i Programmirovanie 1 International Journal of Nonlinear Analysis and Applications 1 Journal of Computational and Graphical Statistics 1 Sankhyā. Series B 1 Operations Research and Decisions 1 Statistics and Computing 1 Statistics & Risk Modeling 1 Dependence Modeling 1 Journal of the Japan Statistical Society. Japanese Issue all top 5 Cited in 16 Fields 242 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 194 Statistics (62-XX) 27 Operations research, mathematical programming (90-XX) 17 Probability theory and stochastic processes (60-XX) 13 Numerical analysis (65-XX) 9 Computer science (68-XX) 4 Linear and multilinear algebra; matrix theory (15-XX) 4 Statistical mechanics, structure of matter (82-XX) 3 Systems theory; control (93-XX) 2 Partial differential equations (35-XX) 2 Biology and other natural sciences (92-XX) 1 General and overarching topics; collections (00-XX) 1 Combinatorics (05-XX) 1 Operator theory (47-XX) 1 Fluid mechanics (76-XX) 1 Quantum theory (81-XX) Citations by Year