Use the four-factor regression approach for OARMX to calculate the Carhart alpha and factor loadings for Mkt
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Use the four-factor regression approach for OARMX to calculate the Carhart alpha and factor loadings for Mkt – RF, SMB, HML, and momentum.
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Mutual Funds And Exchange Traded Funds Building Blocks To Wealth
ISBN: 9780190207434
1st Edition
Authors: H. Kent Baker, Greg Filbeck, Halil Kiymaz
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