Decomposing the size, value and momentum premia of the Fama-French-Carhart four-factor model (Q529761)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Decomposing the size, value and momentum premia of the Fama-French-Carhart four-factor model |
scientific article |
Statements
Decomposing the size, value and momentum premia of the Fama-French-Carhart four-factor model (English)
0 references
9 June 2017
0 references
Fama-French-Carhart model
0 references
leverage
0 references
asset-pricing
0 references
