Macroeconomic-Related Variation in the Fama-French-Carhart Factor Loadings

Axel Grossmann, Marc W. Simpson

Research output: Contribution to conferencePresentation

Abstract

This presentation was given during the Southern Finance Association Annual Meeting.

Original languageAmerican English
StatePublished - Nov 17 2016
EventSouthern Finance Association Annual Meeting (SFA) -
Duration: Nov 18 2017 → …

Conference

ConferenceSouthern Finance Association Annual Meeting (SFA)
Period11/18/17 → …

Keywords

  • Factor loadings
  • Fama-French-Carhart
  • Macroeconomic-related variation

DC Disciplines

  • Business Administration, Management, and Operations
  • Finance
  • Finance and Financial Management

Fingerprint

Dive into the research topics of 'Macroeconomic-Related Variation in the Fama-French-Carhart Factor Loadings'. Together they form a unique fingerprint.

Cite this