Search Results - "fama"

Decomposing the size, value and momentum premia of the Fama–French–Carhart four-factor model by Rath, Subhrendu, Durand, Robert

Subjects: “…Fama–French–Carhart model…”
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The Microstructure of Fear, the Fama–French factors and the Global Financial Crisis of 2007 and 2008 by Lim, D., Durand, Robert, Yang, J.

Subjects: “…Fama-french factors…”
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Review and Comparison of the Models for Asset Pricing with Empirical Evidence from UK Stock Market by Tam, Ka Tung

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Review and Comparison of the Models for Asset Pricing with Empirical Evidence from UK Stock Market by Tam, Ka Tung

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On the performance of the minimum VaR portfolio by Durand, Robert, Gould, John, Maller, R.

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Noise-augmented asset pricing models : evidence from the Greater China stock markets during two major financial crises by Lim, Chee Ming

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Testing the Efficiency of Amman Stock Exchange by Bilbaisi, Eman

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Asset Pricing and Foreign Exchange Risk by Apergis, Nicholas, Artikis, P., Sorros, J.

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The Performance Evaluation of Equity Mutual Funds in China by Zhang, Ying

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