Construct · 1 fields · 1 citations

Carhart four-factor model: a standalone construct

One name. One construct. A landmark on the map.

● anchor · a standalone construct Nearest construct by meaning·not indexed
Carhartfour-factor model1 CONSTRUCTCarhart four-factorCARHART · ASSET PRICING

A single standalone construct; nearby constructs are located against it in the Collider. Tap a field for its definition, unit, and measures.

Asset pricing

an asset pricing model adding a momentum factor to the Fama-French three factors, used to evaluate fund performance.

In asset pricing, Carhart four-factor model refers to an asset pricing model adding a momentum factor to the Fama-French three factors, used to evaluate fund performance. This meaning comes from Carhart (1997) in The Journal of Finance.[1]

Unit
Recovery means
Measured by

Next

Run it through the Collider, or take the citations with you.

See how Carhart four-factor model sits against neighbouring constructs in the Collider, or export every reference on this page in one click.

Open in ColliderExport BibTeXReport this entry

Nearby constructs

momentum7 fields · 14 citationsjingle · one name, six constructsasset2 fields · 2 citationsjingle · one word, two constructsfactor3 fields · 4 citationsjingle · one word, three constructs

References

  1. Carhart, M. M. (1997). On Persistence in Mutual Fund Performance. The Journal of Finance, 52(1), 57-82. https://doi.org/10.1111/j.1540-6261.1997.tb03808.x

Cited on this page?

Confirm your construct, or correct us.

If your work is cited behind one of these entries, you know better than we do whether we captured the meaning right. Confirm it, suggest an edit, or dispute it, and your name goes on the entry as an author who has checked it, linked to your ORCID.

Claim your construct