Quest for a parsimonious factor model in the wake of quality-minus-junk, misvaluation and Fama-French-six factors
Fahad Ali, Numan Ülkü
| Year of publication: |
2021
|
|---|---|
| Authors: | Ali, Fahad ; Ülkü, Numan |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 41.2021, p. 1-7
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| Subject: | Fama-French six-factor model | Misvaluation factor | Parsimonious factor model | Quality-minus-junk factor | Faktorenanalyse | Factor analysis | CAPM | Theorie | Theory | Schätzung | Estimation | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2020.101847 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013336158