Carhart four-factor model
Results: 4
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1![]() | Slow Trading and Stock Return Predictability Allaudeen Hameed National University of Singapore Matthijs LofAdd to Reading ListSource URL: bizfaculty.nus.eduLanguage: English - Date: 2016-06-10 01:39:45 |
2![]() | Cahier de rechercheThe q-factor and the Fama and French asset pricing models: Hedge fund evidence Greg GregoriouAdd to Reading ListSource URL: www.cifo.uqam.caLanguage: English - Date: 2016-04-19 18:01:04 |
3![]() | When Benchmark Indexes Have Alpha:Add to Reading ListSource URL: www.q-group.orgLanguage: English - Date: 2016-03-25 20:51:27 |
4![]() | 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 internationalAdd to Reading ListSource URL: www.haraldhau.comLanguage: English - Date: 2013-04-22 12:17:34 |