Carhart four-factor model

URI: https://gptkb.org/entity/Carhart_four-factor_model

GPTKB entity

Predicate	Object
gptkbp:instanceOf	gptkb: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
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
https://www.w3.org/2000/01/rdf-schema#label	Carhart four-factor model