https://www.joinquant.com/view/community/detail/180d0f71a9033338c0a082a3f10123a4

模型出处所含因子Fama-French三因子Fama and Farench(1993)市场、规模、价值Carhart四因子Carhart（1997）市场、规模、价值、动量Novy-Marx四因子Novy-Marx（2013）市场、规模、价值、盈利Fama-French五因子Fama and Farench(2015)市场、规模、价值、盈利、投资H…

https://zhuanlan.zhihu.com/p/558871881

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