Statements (24)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
asset pricing model
|
| gptkbp:application |
portfolio analysis
mutual fund performance evaluation |
| gptkbp:citation |
On Persistence in Mutual Fund Performance
|
| gptkbp:countryOfOrigin |
gptkb:United_States
|
| gptkbp:developedBy |
gptkb:Mark_Carhart
|
| gptkbp:extendsTo |
gptkb:Fama-French_Three-Factor_Model
|
| gptkbp:factorName |
gptkb:HML
gptkb:SMB gptkb:MKT MOM |
| https://www.w3.org/2000/01/rdf-schema#label |
Carhart Four-Factor Model
|
| gptkbp:includes |
size
value momentum market risk |
| gptkbp:introducedIn |
1997
|
| gptkbp:publishedIn |
gptkb:Journal_of_Finance
|
| gptkbp:relatedTo |
gptkb:Capital_Asset_Pricing_Model
gptkb:Fama-French_Three-Factor_Model |
| gptkbp:usedIn |
empirical asset pricing
|
| gptkbp:bfsParent |
gptkb:Asset_Pricing
gptkb:Fama-French_Three-Factor_Model |
| gptkbp:bfsLayer |
7
|