Decomposing the size, value and momentum premia of the Fama-French-Carhart four-factor model (Q529761)

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Decomposing the size, value and momentum premia of the Fama-French-Carhart four-factor model
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    Decomposing the size, value and momentum premia of the Fama-French-Carhart four-factor model (English)
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    9 June 2017
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    Fama-French-Carhart model
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    leverage
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    asset-pricing
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