Decomposing the size, value and momentum premia of the Fama-French-Carhart four-factor model
Subhrendu Rath, Robert B. Durand (Department of Finance and Banking, Curtin University, Australia)
| Year of publication: |
July 2015
|
|---|---|
| Authors: | Rath, Subhrendu ; Durand, Robert B. |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 132.2015, p. 139-141
|
| Subject: | Fama-French-Carhart model | Leverage | Asset-pricing | CAPM | Kapitaleinkommen | Capital income | Schätzung | Estimation | Theorie | Theory | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2015.05.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011431572