<--- Back to Details
First PageDocument Content
Investment / Financial markets / Financial services / Funds / Financial risk / FamaFrench three-factor model / Investment management / Carhart four-factor model / Wilshire / Index fund / Beta / Active management
Date: 2016-03-25 20:51:27
Investment
Financial markets
Financial services
Funds
Financial risk
FamaFrench three-factor model
Investment management
Carhart four-factor model
Wilshire
Index fund
Beta
Active management

When Benchmark Indexes Have Alpha:

Add to Reading List

Source URL: www.q-group.org

Download Document from Source Website

File Size: 286,15 KB

Share Document on Facebook

Similar Documents

Economy / Finance / Money / Financial markets / Stock market / Exchange-traded fund / Day trading / Short / NASDAQ / Carhart four-factor model / Style investing

Slow Trading and Stock Return Predictability Allaudeen Hameed National University of Singapore Matthijs Lof

DocID: 1qSwc - View Document

Financial markets / Financial economics / Mathematical finance / FamaFrench three-factor model / Investment / Financial risk / Risk factor / Hedge fund / Cost of capital / Beta / Market portfolio / Carhart four-factor model

Cahier de rechercheThe q-factor and the Fama and French asset pricing models: Hedge fund evidence Greg Gregoriou

DocID: 1otJq - View Document

Investment / Financial markets / Financial services / Funds / Financial risk / FamaFrench three-factor model / Investment management / Carhart four-factor model / Wilshire / Index fund / Beta / Active management

When Benchmark Indexes Have Alpha:

DocID: 1mPig - View Document

Financial ratios / Stock market / Stock market index / Market capitalization / Momentum investing / Kenneth French / Stock and flow / Rate of return / Economics / Financial economics / Business

Domestic and International Factor Constructioin Sandy Lai Date: January 28, 2011 We estimate the international version of the Carhart[removed]four-factor model. For each country, we construct a domestic and international

DocID: X7fi - View Document