Estimated coefficients from Carhart (1997) four-factor model | Download Table
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Carhart (1997) four-factor model | Download Table
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Application of Carhart four-factor model to the AAII-generated portfolios | Semantic Scholar
Does the Fama-French three-factor model and Carhart four-factor model explain portfolio returns better than CAPM? : - A study performed on the Swedish stock market. | Semantic Scholar
Regression Results of the CAPM and the Fama-French-Carhart 4-factor Model. | Download Table
Carhart's Four Factor Model estimations after the Financial Crisis... | Download Table
A Study on Carhart four-factor model in the perspective of Indian market | Semantic Scholar
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SciELO - Brasil - The Earnings/Price Risk Factor in Capital Asset Pricing Models The Earnings/Price Risk Factor in Capital Asset Pricing Models
