関連キーワード
1. Carhart 4-Factor Model
2. Stock returns
3. Risk factors
4. Asset pricing model
5. Factor-based models
6. Equity investments
7. Portfolio management
8. Market efficiency
9. Market anomalies
10. Risk premium
11. Alpha generation
12. Factor exposure
13. Momentum effect
14. Value effect
15. Size effect
16. Profitability factor
17. Dividend yield factor
18. Systematic risk
19. Beta coefficient
20. Fama-French three-factor model
21. Arbitrage pricing theory
22. Empirical asset pricing
23. Market risk premium
24. Risk-adjusted returns
25. Factor loadings
26. Cross-sectional regression
27. Multifactor models
28. Factor timing
29. Risk management
30. Portfolio diversification
“Carhart 4-Factor Model: A Comprehensive Analysis of Stock Returns and Risk Factors”
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