Carhart suggests a four factor model approach. Which of the following is not included in their approach? a. Factor about a broad market index b.Factor about return differences between small-cap and large-cap portfolios c. Factor about momentum d.Factor about return differences between value and growth stocks e. Factor about return differences between economy cyclical characteristics

Carhart suggests a four factor model approach. Which of the following is not included in their approach? a. Factor about a broad market index b.Factor about return differences between small-cap and large-cap portfolios c. Factor about momentum d.Factor about return differences between value and growth stocks e. Factor about return differences between economy cyclical characteristics

ENGR.ECONOMIC ANALYSIS

14th Edition

ISBN:9780190931919

Author:NEWNAN

Publisher:NEWNAN

Chapter1: Making Economics Decisions

Section: Chapter Questions

Problem 1QTC

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