Use the four-factor regression approach for OARMX to calculate the Carhart alpha and factor loadings for Mkt

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Use the four-factor regression approach for OARMX to calculate the Carhart alpha and factor loadings for Mkt – RF, SMB, HML, and momentum.

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Mutual Funds And Exchange Traded Funds Building Blocks To Wealth

ISBN: 9780190207434

1st Edition

Authors: H. Kent Baker, Greg Filbeck, Halil Kiymaz

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Question Posted: Nov 28, 2023 05:42 AM

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Discuss the direction and significance of the Carhart alpha and factor loadings and whether OARMXs management team added value.
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Use the four-factor regression approach for OARMX to calculate the Carhart alpha and factor loadings for Mkt

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Mutual Funds And Exchange Traded Funds Building Blocks To Wealth

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