Multi‐Factor Models of Asset Returns: A Bibliometric Analysis
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Huom! Tiedosto avautuu julkiseksi: 19.11.2027
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©2025 Wiley. This is the peer reviewed version of the following article: Sandretto, D., Damilano, M., Goodell, J. W., & Paltrinieri, A. (2025). Multi‐Factor Models of Asset Returns: A Bibliometric Analysis. Journal of Economic Surveys, which has been published in final form at https://doi.org/10.1111/joes.70039. This article may be used for non-commercial purposes in accordance with Wiley Terms and Conditions for Use of Self-Archived Versions. This article may not be enhanced, enriched or otherwise transformed into a derivative work, without express permission from Wiley or by statutory rights under applicable legislation. Copyright notices must not be removed, obscured or modified. The article must be linked to Wiley’s version of record on Wiley Online Library and any embedding, framing or otherwise making available the article or pages thereof by third parties from platforms, services and websites other than Wiley Online Library must be prohibited.
Risk factors of asset returns have been a central theme in asset pricing research over recent decades. This study aims to evaluate the recent evolution of the literature on multi-factor models after the publication of the Fama and French five-factor model. Through a rigorous search protocol, we conduct a bibliometric analysis, examining 845 articles covering the period from April 2015 to June 2023. We contribute by identifying the most influential authors, countries, journals, and affiliations in the recent literature through citation and publication analysis. Furthermore, we map the intellectual structure of this topic by employing co-word analysis, bibliographic coupling, and content analysis, highlighting four distinct research streams. Finally, we provide future lines of research. These findings are of interest to both academics and professionals, offering an overview of current knowledge and guiding future research and investment strategies.
Emojulkaisu
ISBN
ISSN
1467-6419
0950-0804
0950-0804
0950-0804
0950-0804
Aihealue
Kausijulkaisu
Journal of economic surveys
OKM-julkaisutyyppi
A1 Alkuperäisartikkeli tieteellisessä aikakauslehdessä (vertaisarvioitu)