Multifactor models - Fama and French Three Factor Model

Carhart (1997) On Persistence in Mutual Fund Performance.pdf

Fama French (1992) The Cross Section of Expected Stock Returns.pdf

Fama French (1993) Common risk factors in the returns on stocks and bonds.pdf

Fama French (1996) Multifactor Explanations of Asset Pricing Anomalies.pdf

Fama French (2004) The Capital Asset Pricing Model Theory and Evidence.pdf