Carhart four-factor model

URI: https://gptkb.org/entity/Carhart_four-factor_model
GPTKB entity
Statements (23)
Predicate Object
gptkbp:instanceOf asset pricing model
gptkbp:alternativeName gptkb:Carhart_model
four-factor model
gptkbp:application portfolio analysis
mutual fund performance evaluation
gptkbp:citation gptkb:Carhart,_Mark_M._(1997)._On_Persistence_in_Mutual_Fund_Performance._Journal_of_Finance,_52(1),_57-82.
gptkbp:countryOfOrigin gptkb:United_States
gptkbp:developedBy gptkb:Mark_Carhart
gptkbp:extendsTo gptkb:Fama-French_three-factor_model
gptkbp:factor size
value
momentum
market risk
https://www.w3.org/2000/01/rdf-schema#label Carhart four-factor model
gptkbp:introducedIn 1997
gptkbp:momentumFactorDescription accounts for the tendency of stocks with high past returns to continue performing well in the short term
gptkbp:momentumFactorName PR1YR
gptkbp:publishedIn gptkb:Journal_of_Finance
gptkbp:relatedTo gptkb:Fama-French_three-factor_model
gptkb:Capital_Asset_Pricing_Model
gptkbp:usedIn empirical asset pricing
gptkbp:bfsParent gptkb:Fama–French_three-factor_model
gptkbp:bfsLayer 6