Decomposing the size, value and momentum premia of the Fama–French–Carhart four-factor model

dc.contributor.author	Rath, Subhrendu
dc.contributor.author	Durand, Robert
dc.date.accessioned	2017-01-30T13:38:13Z
dc.date.available	2017-01-30T13:38:13Z
dc.date.created	2015-07-16T06:21:46Z
dc.date.issued	2015
dc.identifier.citation	Rath, S. and Durand, R. 2015. Decomposing the size, value and momentum premia of the Fama–French–Carhart four-factor model. Economics Letters. 132: pp. 139-141.
dc.identifier.uri	http://hdl.handle.net/20.500.11937/33629
dc.identifier.doi	10.1016/j.econlet.2015.05.003
dc.description.abstract	The size, value and momentum premia in the Fama–French–Carhart four-factor model may be decomposed in terms of observable firm characteristics including leverage.
dc.publisher	Elsevier
dc.subject	Fama–French–Carhart model
dc.subject	Leverage
dc.subject	Asset-pricing
dc.title	Decomposing the size, value and momentum premia of the Fama–French–Carhart four-factor model
dc.type	Journal Article
dcterms.source.volume	132
dcterms.source.startPage	139
dcterms.source.endPage	141
dcterms.source.issn	0165-1765
dcterms.source.title	Economics Letters
curtin.department	School of Economics and Finance
curtin.accessStatus	Fulltext not available