Search Results for 'factor portfolios'

factor portfolios published presentations and documents on DocSlides.

First draft June 2013 This draft March 2014 A FiveFactor Asset Prici

by caitlin

Booth School of Business University of Chicago Fam...

Chapter 7

by min-jolicoeur

Implications of . Existence . and . Equivalence T...

On Persistence in Mutual Fund Performance

by ximena

Mark M. . Carhart. Topics. . in. . Quantitative....

The Arbitrage Pricing Theory and Multifactor Models of Risk

by pamella-moone

P.V. . Viswanath. For a First Course in . INvestm...

Betting Against Beta

by margaret

-Andrea Frazzini and Lasse H Pedersen Page 1Bettin...

Risk and Optimization in Equity Portfolios: Is it

by marina-yarberry

Risk and Optimization in Equity Portfolios: Is it ...