Comparing Factor Models for Portfolios
The paper finds no significant difference in investment outcomes when using the Hou-Xue-Zhang four-factor model versus the Fama-French five-factor model.
Featured in No. 32 on 9 Jan 2024 · on release day
- Released
- 9 Jan 2024
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- No. 32 · 9 Jan 2024
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- RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001985
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