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  • A Study on Carhart four-factor model in the perspective of Indian market
    Banerjee, Arindam; Bandyopadhyay, Gautam; De, Anupam ... 2014 2nd International Conference on Business and Information Management (ICBIM), 2014-Jan.
    Conference Proceeding

    The objective of this paper is to understand the impact of four factors as defined by Carhart on a portfolio return that exactly replicates Nifty in Indian market. The findings are interesting as we ...
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