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"Using and Abusing Factors" - SHoF FF-Factor Launch Event featuring Ken R. French

The Data Center at SHoF is happy to announce that we now will make Fama-French (FF) and Cahart factors (size, value and momentum) available for the Swedish market.

The FF factors are widely used both for research and practice but have not been easily obtainable for Sweden up to this point. The SHoF FF factors are updated continuously and available at the Data Center website. To celebrate the launch of the FF factors in Sweden, please join us for our Launch Event with guest speaker Professor Ken R. French, followed by the Nasdaq Master Thesis Award Ceremony.

The event will start with a brief introduction and a presentation of the data center by Professor Paolo Sodini, Swedish House of Finance at the Stockholm School of Economics.

"Using and abusing factors" - Talk by Professor Ken R. French

The number of asset pricing factors has grown in the last two decades from a handful to hundreds if not thousands. In his digital talk, Professor French will explain this proliferation and discuss tradeoffs in the design of factors. He will also explore how asset pricing models should be assessed and how they can be used by corporate managers, investment managers, and individual investors.

After Professor French's talk a Q&A session will follow moderated by Professor Sodini.

Nasdaq Master Thesis Award Ceremony

The Nasdaq Master Thesis Award Contributed by Nasdaq Nordic Foundation and Swedish House of Finance is awarded to MSc students who have used Swedish Equity Data available from the National Data Center of the Swedish House of Finance in their work. The idea with the award is to stimulate students to work on topics related to financial economics by using data on Nordic financial markets.

Jakob Kalbe and Martin Warin are this year's winners of the Nasdaq Thesis Award. They will be recieving the award presented by Ann-Charlotte Eliasson, VP, Head of EU Bond listings and Sustainable Debt at Nasdaq.

Runner ups: Gustav Berg & Erik Johansson 

Kenneth R. French

Kenneth R. French is the Roth Family Distinguished Professor of Finance at the Tuck School of Business at Dartmouth College. He is an expert on the behavior of security prices and investment strategies. He and co-author Eugene F. Fama are well known for their research into the value effect and the three-factor model, including articles such as "The Cross-Section of Expected Stock Returns" and "Common Risk Factors in the Returns on Stocks and Bonds." His recent research focuses on tests of asset pricing, the tradeoff between risk and return in domestic and international financial markets, and the relation between capital structure and firm value.

French is a Research Associate at the National Bureau of Economic Research, an Advisory Editor of the Journal of Financial Economics, a former Associate Editor of the Journal of Finance and the Review of Financial Studies, and a former President of the American Finance Association. French is also a Fellow of the American Finance Association and the American Academy of Arts and Sciences, and a member of the Smile Train's Board of Governors and the International Rescue Committee's Board of Directors.

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