Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Faculty Publications Conference Paper Faculty Publications- Conference Papers Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Creator An entity primarily responsible for making the resource Mayuri, A.; Joshi, Hemlata Title A name given to the resource Robust Regression Approaches for the FamaFrench 5-Factor Model: A Real Data Study Date A point or period of time associated with an event in the lifecycle of the resource 01-01-2025 Source A related resource from which the described resource is derived Lecture Notes in Networks and Systems;Volume;1355 LNNS;pp.281-289 Identifier An unambiguous reference to the resource within a given context <a href="https://doi.org/10.1007/978-981-96-4883-2_23" target="_blank" rel="noreferrer noopener">https://doi.org/10.1007/978-981-96-4883-2_23</a> <br /><br /><a href="https://www.scopus.com/pages/publications/105010649710?origin=resultslist" target="_blank" rel="noreferrer noopener">https://www.scopus.com/pages/publications/105010649710?origin=resultslist</a> Coverage The spatial or temporal topic of the resource, the spatial applicability of the resource, or the jurisdiction under which the resource is relevant Mayuri A., Department of Statistics and Data Science, CHRIST (Deemed to Be University), Bengaluru, India; Joshi H., Department of Statistics and Data Science, CHRIST (Deemed to Be University), Bengaluru, India Description An account of the resource The FamaFrench five-factor model (FF-5) is one of the advancements of capital asset pricing models (CAPM). Along with other FF-Models, it aims to understand companies and portfolios over a period, Analyzing better return capacity over the five factors such as SMBBusiness Size, HML-Spread between high and low book to market ratio, RMW- Robustness in operating profitability and CMA-investment style to be conservative or aggressive. FF-5-factor regression model widely uses Ordinary Least Squares estimator to estimate the parameter. However, due to the volatility of the markets over the years and not-normal periods, OLS estimators face setbacks due to the assumption violations that are a pre-requisite. This article presents an effort made to improve the performance of the FF-5-factor model using the Robust Dawoud-Kibria estimator. The performance of the FF-5-factor model is compared with other robust estimators such as M, MM, and MMS with MSE criteria. The Author(s), under exclusive license to Springer Nature Singapore Pte Ltd. 2025. Subject The topic of the resource CAPM; FamaFrench (3,5) factor models; Outliers; Robust Dawoud-Kibria estimator; Robust regression Publisher An entity responsible for making the resource available Springer Science and Business Media Deutschland GmbH Relation A related resource ISSN: 23673370; ISBN: 978-981964882-5; Language A language of the resource English Type The nature or genre of the resource Conference paper Rights Information about rights held in and over the resource Restricted Access; Hardcopy may be available in the library Format The file format, physical medium, or dimensions of the resource online