Search Results - subject:"four factor model"

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

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

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

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

A comparative study of the Fama-French Three Factor and the Carhart Four Factor Models : empirical evidence from Morocco

Tazi, Omar; Aguenaou, Samir; Abrache, Jawad - In: International journal of economics and financial issues … 12 (2022) 1, pp. 58-66

Persistent link: https://www.econbiz.de/10012802974

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

Financial risk and better returns through smart beta exchange-traded funds?

Bowes, Jordan; Ausloos, Marcel - In: Journal of Risk and Financial Management 14 (2021) 7, pp. 1-30

, the Fama-French three-factor model, and the Carhart four-factor model, discussed in the literature review sections, in …

Persistent link: https://www.econbiz.de/10013200967

Financial risk and better returns through smart beta exchange-traded funds?

Bowes, Jordan; Ausloos, Marcel - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-30

-French three-factor model, and the Carhart four-factor model, discussed in the literature review sections, in order to assess the …

Persistent link: https://www.econbiz.de/10012622400

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

Persistent link: https://www.econbiz.de/10013349846

Detekce změn v panelových datech : změna parametrů Fama-French modelu u vybraných evropských akcií v období finanční krize

Antoch, Jaromír; Hušková, Marie; Hanousek, Jan; … - In: Politická ekonomie : teorie, modelování, aplikace 67 (2019) 1, pp. 3-19

Persistent link: https://www.econbiz.de/10012001177