Revisiting the Fama and French model: an application to funds of funds using nonlinear methods
Year of publication: |
2006
|
---|---|
Authors: | Dubé, Eric ; Gignac, Clément ; Racicot, François-Éric |
Published in: |
Funds of hedge funds : performance, assessment, diversification, and statistical properties. - Burlington, MA [u.a.] : Butterworth-Heinemann, ISBN 0-7506-7984-0. - 2006, p. 287-307
|
Subject: | Kapitaleinkommen | Capital income | CAPM | Investmentfonds | Investment Fund | Frankreich | France | Portfolio-Management | Portfolio selection |
-
Mutual Fund Separation and the Fama, French, Carhart Factors
Saxena, Konark, (2013)
-
Is the Fama French three-factor model relevant? : evidence from Islamic unit trust funds
Shahrin Saaid Shaharuddin, (2018)
-
Performance evaluation of religious funds
Das, Praveen K., (2017)
- More ...
-
Dugas, Marylène, (2012)
-
The economic and financial features of insider trading
Racicot, François-Éric, (2009)
-
Integrating volatility factors in the analysis of the hedge fund alpha puzzle
Racicot, François-Éric, (2009)
- More ...