Performance Analysis of Equally weighted Portfolios USA and Hungary Andrs Urbn Mihly Ormos Department of Finance Budapest University of Technology and Economics Magyar tudsok krtja Budapest - PDF document
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Performance Analysis of Equally weighted Portfolios USA and Hungary Andrs Urbn Mihly Ormos Department of Finance Budapest University of Technology and Economics Magyar tudsok krtja Budapest - Description
bmehu ormosfinancebmehu Abstract Investigating US equally weighted portfolios one can measure positive abnormal returns Jensen alphas according to the classical equilibrium models Applying the Carhart four factor model we show that excess returns gen ID: 4723 Download Pdf
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