Constructing and testing alternative versions of the Fama-French and Cargart models in the UK
Year of publication: |
2013
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Authors: | Gregory, Alan ; Tharyan, Rajesh ; Christidis, Angela |
Published in: |
Journal of business finance & accounting : JBFA. - Hudson, NY : John Wiley & Sons Ltd, ISSN 0306-686X, ZDB-ID 192962-8. - Vol. 40.2013, 1/2, p. 172-214
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Subject: | asset pricing | multi factor models | CAPM | FAma-French model | performance evaluation | event studies | Theorie | Theory | Kapitaleinkommen | Capital income | Ereignisstudie | Event study | Faktorenanalyse | Factor analysis | Portfolio-Management | Portfolio selection |
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