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  • Search: subject:"Four-Factor Model"
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Year of publication
Subject
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Capital income 30 Kapitaleinkommen 30 Carhart four-factor model 27 CAPM 26 Portfolio selection 24 Portfolio-Management 24 Börsenkurs 17 Share price 17 Aktienmarkt 13 Stock market 13 Estimation 9 Four-factor model 9 Investment Fund 9 Investmentfonds 9 Schätzung 9 four-factor model 9 Fama-French three-factor model 8 asset pricing 8 India 7 Indien 7 Momentum 7 Theorie 7 Theory 7 Volatility 6 Volatilität 6 China 5 Performance measurement 5 Performance-Messung 5 size effect 5 Anlageverhalten 4 Behavioural finance 4 Börsenhandel 4 Capital market returns 4 Kapitalmarktrendite 4 Stock exchange trading 4 Three-factor model 4 Value premium 4 four factor model 4 option pricing 4 value effect 4
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Online availability
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Undetermined 32 Free 20 CC license 5
Type of publication
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Article 58 Book / Working Paper 8
Type of publication (narrower categories)
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Article in journal 44 Aufsatz in Zeitschrift 44 Article 4 Working Paper 4 research-article 3 Arbeitspapier 2 Aufsatz im Buch 2 Book section 2 Graue Literatur 2 Non-commercial literature 2
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Language
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English 56 Undetermined 9 Czech 1
Author
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Dapena, José P. 4 Abeysekera, Amal Peter 2 Aman, Mishra 2 Arouri, Mohamed 2 Ausloos, Marcel 2 Bowes, Jordan 2 Cakici, Nusret 2 Castro-González, Karen C. 2 Chen, Hsin-Hung 2 Deisting, Florent 2 Fabozzi, Frank J. 2 Falzon, Joseph 2 Fama, Eugene F. 2 Foye, James 2 Gupta, Priyanshi 2 Konieczka, Przemysław 2 Misra, Arun Kumar 2 Papík, Mário 2 Papíková, Lenka 2 Rajesh, R. 2 Sehgal, Sanjay 2 Serur, Juan A. 2 Siri, Julian R. 2 Siri, Julián R. 2 Tan, Sinan 2 Teulon, Frédéric 2 Vyas, Vishal 2 Zaremba, Adam 2 Abrache, Jawad 1 Aguenaou, Samir 1 Ahmad, Ahtasham 1 Al Rahahleh, Naseem M. 1 Alhenawi, Yasser 1 Ali, Arshad 1 Antoch, Jaromír 1 Apergēs, Nikolaos 1 Aqeeq, Muhammad Arsalan 1 Artikis, Panayiotis G. 1 Ashraf, Dawood 1 Barai, Parama 1
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Institution
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Institut de Préparation à l'Administration et à la Gestion (IPAG) 1 Nationalekonomiska institutionen, Handelshögskolan 1 Networks Financial Institute, Scott College of Business 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 2 International Journal of Financial Studies : open access journal 2 International journal of financial research 2 Pacific-Basin finance journal 2 Serie Documentos de Trabajo 2 Serie documentos de trabajo 2 Afro-Asian Journal of Finance and Accounting : AAJFA 1 Annals of Financial Economics (AFE) 1 Annals of financial economics 1 Applied economics 1 Atlantic economic journal : AEJ 1 Economic modelling 1 Emerging Markets Review 1 Emerging markets review 1 Energy economics 1 Finance India : the quarterly journal of Indian Institute of Finance 1 Finance research letters 1 Global business & economics review 1 Global business review 1 Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1 1 Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2 1 International Journal of Management and Economics 1 International journal of business 1 International journal of business and globalisation : IJBG 1 International journal of economics and finance 1 International journal of economics and financial issues : IJEFI 1 International journal of emerging markets 1 International journal of financial services management : IJFSM 1 International journal of management and economics 1 International journal of management practice : IJMP 1 Inventi impact: emerging economies 1 Islamic Economic Studies (IES) 1 Islamic economic studies 1 Journal of Business Economics and Management (JBEM) 1 Journal of Financial Economics 1 Journal of Islamic accounting and business research 1 Journal of Risk and Financial Management 1 Journal of asset management 1 Journal of business economics and management 1 Journal of financial economics 1
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Source
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ECONIS (ZBW) 48 RePEc 9 EconStor 6 Other ZBW resources 3
Showing 1 - 10 of 66
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Comprehensive analysis of regulatory impacts on performance of Slovak pension funds
Papík, Mário; Papíková, Lenka - In: Journal of Business Economics and Management (JBEM) 22 (2021) 3, pp. 735-756
Carhart four-factor model, Bollen and Busse four-factor model, and Fama and French five-factor model based on 23 pension funds …
Persistent link: https://www.econbiz.de/10015401491
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Comprehensive analysis of regulatory impacts on performance of Slovak pension funds
Papík, Mário; Papíková, Lenka - In: Journal of business economics and management 22 (2021) 3, pp. 735-756
Carhart four-factor model, Bollen and Busse four-factor model, and Fama and French five-factor model based on 23 pension funds …
Persistent link: https://www.econbiz.de/10012506302
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Assessing energy mutual funds : performance, risks, and managerial skills
Malhotra, Davinder Kumar; Nippani, Srinivas - In: International Journal of Financial Studies : open … 12 (2024) 1, pp. 1-18
This study investigates the risk-adjusted performance of energy equity mutual funds across a 23-year period, employing the Cumulative Wealth Index (CWI) to gauge their long-term performance relative to benchmark indices. Despite inherent volatility due to the energy sector's cyclical nature,...
Persistent link: https://www.econbiz.de/10014502364
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Pricing ability of Carhart Four-Factor and Fama-French Three-Factor models : empirical evidence from Morocco
Benali, Mimoun; Lahboub, Karima; El Bouhadi, Abdelhamid - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-14
In this study, the reliability of the Fama-French Three-Factor model (FF3F) and the Carhart Four-Factor model (C4F) is …
Persistent link: https://www.econbiz.de/10013548909
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Investigating the momentum effect in the merging market : evidence from Pakistan
Khan, Sher; Wahid, Fazale; Rahim, Aftab; Ali, Arshad; … - In: Global business review 26 (2025) 2, pp. 364-379
Persistent link: https://www.econbiz.de/10015423993
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How stock prices behave in response to institutional development : a four-factor asset pricing model
Hafeez, Abida; Jagirani, Tahir Saeed; Hunt, Anthony K.; … - In: The world economy : the leading journal on … 48 (2025) 4, pp. 847-861
Persistent link: https://www.econbiz.de/10015394033
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Does it pay to be a faithful investor? A risk-based approach performance analysis of Islamic funds vs UCITS schemes
Falzon, Joseph - In: Islamic Economic Studies (IES) 29 (2022) 2, pp. 100-118
Purpose This paper empirically investigates the performance of Islamic funds, which have been praised for weathering the 2008 financial storm relatively well and compares it to a European product designed to protect the most vulnerable of investors, UCITS funds. Design/methodology/approach This...
Persistent link: https://www.econbiz.de/10015398006
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Does it pay to be a faithful investor? : a risk-based approach performance analysis of Islamic funds vs UCITS schemes
Falzon, Joseph - In: Islamic economic studies 29 (2022) 2, pp. 100-118
Purpose This paper empirically investigates the performance of Islamic funds, which have been praised for weathering the 2008 financial storm relatively well and compares it to a European product designed to protect the most vulnerable of investors, UCITS funds. Design/methodology/approach This...
Persistent link: https://www.econbiz.de/10013349846
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Supply chain disruptions in COVID-19 and market performances of firms: a study in the Indian automobile sector
Aman, Mishra; Rajesh, R.; Vyas, Vishal - In: Measuring Business Excellence 28 (2024) 3/4, pp. 347-365
Purpose This study aims to examine empirically the nature of supply chain disruptions caused by the COVID-19 pandemic, particularly on the Indian automobile sector. Design/methodology/approach The authors evaluate the stock market performance of individual company and its quantitative...
Persistent link: https://www.econbiz.de/10015353487
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Impact analysis of mergers and acquisitions on the performance of China's new energy industries
Zhu, Lei; Shen, Jie; Yeerken, Aruna - In: Energy economics 129 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10014558742
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