Question
The four-factor model used to estimate abnormal returns or alphas for mutual funds for their performance assessment uses the three Fama and French factors and
The four-factor model used to estimate abnormal returns or alphas for mutual funds for their performance assessment uses the three Fama and French factors and one additional factor related to _________.
| A. | the tenure of the fund manager
| |
| B. | momentum
| |
| C. | fees
| |
| D. | the age of the fund manager |
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Intermediate Financial Management
Authors: Brigham, Daves
10th Edition
978-1439051764, 1111783659, 9780324594690, 1439051763, 9781111783655, 324594690, 978-1111021573
