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- W2891454281 abstract "Recent studies in financial economics posit a connection between a grossprofitability strategy and quality investing. We explore this connection with two widely used factor models. The first is the four-factor Fama–French–Carhart model, which is a mainstay of empirical research in academia. The second is the Barra USE4 multi-factor model, which is a standard for practitioners." @default.
- W2891454281 created "2018-09-27" @default.
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- W2891454281 date "2015-01-01" @default.
- W2891454281 modified "2023-09-25" @default.
- W2891454281 title "Factoring Profitability11The authors are grateful to Robert Anderson, Patrick Geddes, Liz Michaels and Paul Solli for their contributions to this chapter." @default.
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- W2891454281 doi "https://doi.org/10.1016/b978-1-78548-008-9.50014-9" @default.
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