Calculating alpha with CRSP Survivor-Bias Free U.S. Mutual Fund Database

I want to calculate the performance for actively managed equity mutual funds with the Carhart’s (1997) four-factor model. rit = αiT + βiTRMRF + βiTSMBt + βiTHMLt + βiTPR1YRt + εit If I go to...

26 March 2017 6,170 2 View