user28909
  • Member for 4 years, 6 months
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0 answers
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21 views
Portfolio return attribution by styles
1 answers
1 votes
266 views
Does inflows to ETF affect equity prices?
1 answers
7 votes
7k views
8 bookmarks
Fama Mac-Beth (1973) vs Fixed effect
3 answers
7 votes
239 views
3 bookmarks
Measuring alpha (Academia vs the Industry)
3 answers
3 votes
304 views
1 bookmarks
Fund size and alpha
1 answers
1 votes
1k views
The R-squared of the four factor model.
1 answers
-1 votes
545 views
Carhart (1997) momentum factor loading
2 answers
3 votes
2k views
4 bookmarks
Choosing the right statistical test for Mutual Fund Performance Evaluation
2 answers
3 votes
346 views
Fama and French (market premium) factor
1 answers
0 votes
136 views
R-squared increase dramatically when including "time dummy" (STATA)
2 answers
0 votes
110 views
Disadvantages of large panel