IJFS | Free Full-Text | Pricing Ability of Carhart Four-Factor and Fama–French Three-Factor Models: Empirical Evidence from Morocco
The Four Multi-Factor Models You Should Know (3, 4, and 5 Factor Models)
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Estimated coefficients from Carhart (1997) four-factor model | Download Table
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A Study on Carhart four-factor model in the perspective of Indian market | Semantic Scholar
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Does the Fama-French three-factor model and Carhart four-factor model explain portfolio returns better than CAPM? : - A study performed on the Swedish stock market. | Semantic Scholar
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Carhart's Four Factor Model estimations after the Financial Crisis... | Download Table
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SciELO - Brasil - The Earnings/Price Risk Factor in Capital Asset Pricing Models The Earnings/Price Risk Factor in Capital Asset Pricing Models
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Constructing and Testing Alternative Versions of the Fama–French and Carhart Models in the UK - Gregory - 2013 - Journal of Business Finance & Accounting - Wiley Online Library
SciELO - Brasil - The Earnings/Price Risk Factor in Capital Asset Pricing Models The Earnings/Price Risk Factor in Capital Asset Pricing Models
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Fama-French 3, Carhart 4, Fama-French 5 Factor models return borderline 0% R2 (max. 6.6%). Time series regression - Quantitative Finance Stack Exchange
The Four Multi-Factor Models You Should Know (3, 4, and 5 Factor Models)
Application of Carhart four-factor model to the AAII-generated portfolios | Semantic Scholar
