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Decomposing the size, value and momentum premia of the Fama-French-Carhart four-factor model - MaRDI portal

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

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scientific article; zbMATH DE number 6728366
Language Label Description Also known as
English
Decomposing the size, value and momentum premia of the Fama-French-Carhart four-factor model
scientific article; zbMATH DE number 6728366

    Statements

    title
    Decomposing the size, value and momentum premia of the Fama-French-Carhart four-factor model (English)
    0 references
    author
    Subhrendu Rath
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    Robert B. Durand
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    publication date
    9 June 2017
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    zbMATH Keywords
    Fama-French-Carhart model
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    leverage
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    asset-pricing
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    Identifiers

    zbMATH DE Number
    6728366
    0 references
    OpenAlex ID
    W331336001
    0 references
     
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