Carhart, Mark M.; Carpenter, Jennifer N.; Lynch, Anthony W. - 2001
from Wiesenberger�s Investment Companies, while Malkiel (1995) uses
quarterly returns from 1971 to 1991, obtained from …
on a value-weighted aggregate market proxy, and SMB, HML, and PR1YR are returns on value-
weighted, zero-investment … sample into three primary investment objectives using
Wiesenberger and ICDI classifications: aggressive growth, growth and …