Zobrazeno 1 - 1
of 1
pro vyhledávání: '"Mateusz Wywiał"'
Publikováno v:
e-Finanse, Vol 12, Iss 2, Pp 23-35 (2016)
This article aims to extend evaluation of the classic multifactor model of Carhart (1997) for the case of global equity indices and to expand analysis performed in Sakowski et. al. (2015). Our intention is to test several modifications of these model
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::486debf6671a1e9bf08186b1b03c18fc
https://doi.org/10.1515/fiqf-2016-0141
https://doi.org/10.1515/fiqf-2016-0141
