@article{172e0c2f354a4fc9bb2745bdfa9f61bf,
title = "Testing alternative versions of the Fama-French five-factor model in the UK",
keywords = "Asset pricing, CAPM, Fama-French five-factor model, Fama-French three-factor model, Multi factor models, UK",
author = "James Foye",
note = "Publisher Copyright: {\textcopyright} 2018 Macmillan Publishers Ltd., part of Springer Nature.",
year = "2018",
month = may,
day = "1",
doi = "10.1057/s41283-018-0034-3",
language = "English",
volume = "20",
pages = "167--183",
journal = "Risk Management",
issn = "1460-3799",
publisher = "Palgrave Macmillan",
number = "2",
}