Zobrazeno 1 - 10
of 63
pro vyhledávání: '"carhart four-factor model"'
Publikováno v:
Measuring Business Excellence, 2024, Vol. 28, Issue 3/4, pp. 347-365.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/MBE-07-2023-0093
Publikováno v:
Journal of Islamic Accounting and Business Research, 2023, Vol. 15, Issue 5, pp. 876-893.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/JIABR-08-2022-0211
Asset pricing models in South Africa: A comparative of regression analysis and the Bayesian approach
Autor:
Nitesha Dwarika
Publikováno v:
Data Science in Finance and Economics, Vol 3, Iss 1, Pp 55-75 (2023)
This study investigated the risk-return relationship using the Capital Asset Pricing Model (CAPM), Carhart four-factor Model (C4FM) and Fama and French Multifactor Models (FFMMs): F3FM and F5FM. This study analyzed the JSE ALSI returns of the South A
Externí odkaz:
https://doaj.org/article/69c0d5c1595b4b6a83e02710c8b54d53
Autor:
Davinder Malhotra, Srinivas Nippani
Publikováno v:
International Journal of Financial Studies, Vol 12, Iss 1, p 20 (2024)
This study investigates the risk-adjusted performance of energy equity mutual funds across a 23-year period, employing the Cumulative Wealth Index (CWI) to gauge their long-term performance relative to benchmark indices. Despite inherent volatility d
Externí odkaz:
https://doaj.org/article/6dbb8c7018914ff48dc42cfa3d0d45ad
Publikováno v:
Applied Mathematics and Nonlinear Sciences, Vol 6, Iss 2, Pp 309-322 (2021)
We analyse the influence of financial constraints on the peer effect of dividend decision in China by employing the Carhart four-factor model to construct instrument variables of peer influence. We find that (1) the decision of whether to pay cash di
Externí odkaz:
https://doaj.org/article/0ffad38edf114769b13ec5dca26288fa
Autor:
Mário Papík, Lenka Papíková
Publikováno v:
Journal of Business Economics and Management, Vol 22, Iss 3, Pp 735-756 (2021)
Standard pay-as-you-go pension system is facing long-term and short-term sustainability challenges in several countries. Possible replacement of standard pension system might be in a form of private pension savings. Private pension savings are meanin
Externí odkaz:
https://doaj.org/article/9dcce5b8a7344b8b8dce740675fad75a
Publikováno v:
International Journal of Economics and Financial Issues, Vol 12, Iss 1 (2022)
This paper investigates the validity of the Fama-French Three Factor (FF3F) and the Carhart Four Factor (C4F) models in Morocco. Monthly returns of Casablanca Stock Exchange-listed companies are extracted from Reuters DATASTREAM over a 5 years’ per
Externí odkaz:
https://doaj.org/article/f02e1d784776453583ad7b613d6f7bf3
Publikováno v:
International Journal of Financial Studies, Vol 11, Iss 1, p 20 (2023)
In this study, the reliability of the Fama–French Three-Factor model (FF3F) and the Carhart Four-Factor model (C4F) is examined thoroughly. In order to determine which of the asset pricing models is the best to explain portfolio returns on the Moro
Externí odkaz:
https://doaj.org/article/a5f7aa65d8454b218dd3e89e112cc513
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