Kenneth R. French is a professor at the Tuck School of Business at Dartmouth College. With eugene-fama, he developed the three-factor and five-factor asset pricing models.
Key contributions
Co-author on all three Fama-French papers in this collection: 1992, 1993, and 2015.
French maintains the widely used Kenneth French Data Library, which provides freely downloadable factor returns, portfolio returns, and breakpoints used by researchers worldwide. This data set is the standard source for academic and practitioner factor research, referenced extensively in Asness et al. (2014).
Affiliations
Tuck School of Business, Dartmouth College. Consultant to and board member of Dimensional Fund Advisors.