“Carhart 4-Factor Model: A Comprehensive Analysis of Stock Returns and Risk Factors”

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