Decomposing the size, value and momentum premia of the Fama–French–Carhart four-factor model
The size, value and momentum premia in the Fama–French–Carhart four-factor model may be decomposed in terms of observable firm characteristics including leverage.
| Main Authors: | , |
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| Format: | Journal Article |
| Published: |
Elsevier
2015
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| Subjects: | |
| Online Access: | http://hdl.handle.net/20.500.11937/33629 |
| _version_ | 1848754000245030912 |
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| author | Rath, Subhrendu Durand, Robert |
| author_facet | Rath, Subhrendu Durand, Robert |
| author_sort | Rath, Subhrendu |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | The size, value and momentum premia in the Fama–French–Carhart four-factor model may be decomposed in terms of observable firm characteristics including leverage. |
| first_indexed | 2025-11-14T08:33:27Z |
| format | Journal Article |
| id | curtin-20.500.11937-33629 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T08:33:27Z |
| publishDate | 2015 |
| publisher | Elsevier |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-336292017-09-13T15:32:49Z Decomposing the size, value and momentum premia of the Fama–French–Carhart four-factor model Rath, Subhrendu Durand, Robert Fama–French–Carhart model Leverage Asset-pricing The size, value and momentum premia in the Fama–French–Carhart four-factor model may be decomposed in terms of observable firm characteristics including leverage. 2015 Journal Article http://hdl.handle.net/20.500.11937/33629 10.1016/j.econlet.2015.05.003 Elsevier restricted |
| spellingShingle | Fama–French–Carhart model Leverage Asset-pricing Rath, Subhrendu Durand, Robert Decomposing the size, value and momentum premia of the Fama–French–Carhart four-factor model |
| title | Decomposing the size, value and momentum premia of the Fama–French–Carhart four-factor model |
| title_full | Decomposing the size, value and momentum premia of the Fama–French–Carhart four-factor model |
| title_fullStr | Decomposing the size, value and momentum premia of the Fama–French–Carhart four-factor model |
| title_full_unstemmed | Decomposing the size, value and momentum premia of the Fama–French–Carhart four-factor model |
| title_short | Decomposing the size, value and momentum premia of the Fama–French–Carhart four-factor model |
| title_sort | decomposing the size, value and momentum premia of the fama–french–carhart four-factor model |
| topic | Fama–French–Carhart model Leverage Asset-pricing |
| url | http://hdl.handle.net/20.500.11937/33629 |