[1]Fama, E. F. and French, K. R. A[1992]. The cross-section of expected stock returns. Journal of Finance.
[2]Fama, E. F. and French, K. R. A[2015] Five-factor Asset Pricing Model. Journal of Financial Economics
[3]Lintner, J. [ 1965 ] The valuation of asset and the selection of risk investment in stock. [4]Markowitz, H. [ 1952 ] Portfolio Selection, Journal of Finance.
[5]Mossinm, J. [ 1966 ] Equilibrium in a Capital Asset Market. Econometrica.
[6]Sharpe, W. [ 1964 ] Capital asset prices: A theory of market equilibrium under Journal [7]楊穩建,劉千秋,2017,Fama-French 股票定價五因子模型在中國 A 股市場的實
證研究,湖南大學經濟管理研究中心 [8]倪浩宇,2012,多因子與 VaR 模型於崩盤預測之應用,國立中山大學,碩士論文