The q-factor and the Fama and French asset pricing models : hedge fund evidence
Year of publication: |
2016
|
---|---|
Authors: | Gregoriou, Greg N. ; Racicot, François-Éric ; Théoret, Raymond |
Published in: |
Managerial finance. - Bingley : Emerald Group Publishing Limited, ISSN 0307-4358, ZDB-ID 750561-9. - Vol. 42.2016, 12, p. 1180-1207
|
Subject: | Finance | Econometrics | Financial modelling | Stock returns | CAPM | Kapitaleinkommen | Capital income | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection |
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