Carhart four-factor model

Results: 4



#Item
1Economy / 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

Add to Reading List

Source URL: bizfaculty.nus.edu

Language: English - Date: 2016-06-10 01:39:45
2Financial 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

Add to Reading List

Source URL: www.cifo.uqam.ca

Language: English - Date: 2016-04-19 18:01:04
3Investment / 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

Language: English - Date: 2016-03-25 20:51:27
4Financial 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

Add to Reading List

Source URL: www.haraldhau.com

Language: English - Date: 2013-04-22 12:17:34
UPDATE