Statements (23)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
asset pricing model
|
| gptkbp:addsFactor |
momentum factor
|
| gptkbp:alsoKnownAs |
four-factor model
|
| gptkbp:application |
explaining stock returns
measuring abnormal returns |
| gptkbp:citation |
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:factor1 |
market risk premium
|
| gptkbp:factor2 |
size (SMB)
|
| gptkbp:factor3 |
value (HML)
|
| gptkbp:factor4 |
momentum (UMD)
|
| https://www.w3.org/2000/01/rdf-schema#label |
Carhart model
|
| gptkbp:introducedIn |
1997
|
| gptkbp:publishedIn |
gptkb:Journal_of_Finance
|
| gptkbp:relatedTo |
gptkb:Fama-French_three-factor_model
gptkb:CAPM |
| gptkbp:usedIn |
empirical asset pricing
portfolio analysis mutual fund performance evaluation |
| gptkbp:bfsParent |
gptkb:Carhart_four-factor_model
|
| gptkbp:bfsLayer |
7
|