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