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Mark Carhart Thesis
S.Mutaga III
#1 Posted : Friday, September 27, 2013 2:21:06 PM
Rank: Member


Joined: 3/26/2012
Posts: 830
I have been reading extensively on stocks and other securities and various evaluation strategies for long run events such investing in stocks. I came across the Fama-French three factor model as an advancement of the Capital asset pricing model (CAPM). I must admit that I got some invaluable insight from this readings. However, I read that a student by the name Mark Carhart from the university of chicago advanced the Fama-French model to include four factors instead of three with the fourth being momentum. Someone told me that some successful investors use the strategy outlined by this student in his thesis. Where can I get a copy of the original thesis? I would also appreciate suggestions on any other relevant material regarding stocks that wazuans may have come across apart from THE INTELLIGENT INVESTOR because I have read it. Thank you.
A successful man is not he who gets the best, it is he who makes the best from what he gets.
Nabwire
#2 Posted : Friday, September 27, 2013 5:10:19 PM
Rank: Veteran


Joined: 7/22/2011
Posts: 1,325
Recommended readings:
The Little blue book that beats the market, Joel Greenblatt
The most important thing, Howard Marks
Fooled by randomness, Naseem Taleb
Dudette
#3 Posted : Friday, September 27, 2013 5:11:49 PM
Rank: Member


Joined: 10/1/2009
Posts: 139
S.Mutaga III wrote:
I have been reading extensively on stocks and other securities and various evaluation strategies for long run events such investing in stocks. I came across the Fama-French three factor model as an advancement of the Capital asset pricing model (CAPM). I must admit that I got some invaluable insight from this readings. However, I read that a student by the name Mark Carhart from the university of chicago advanced the Fama-French model to include four factors instead of three with the fourth being momentum. Someone told me that some successful investors use the strategy outlined by this student in his thesis. Where can I get a copy of the original thesis? I would also appreciate suggestions on any other relevant material regarding stocks that wazuans may have come across apart from THE INTELLIGENT INVESTOR because I have read it. Thank you.


Try the following for starters on Mark Carhart

Dissertation of Mark M. C.
symbols
#4 Posted : Thursday, October 03, 2013 9:26:08 PM
Rank: Elder


Joined: 3/19/2013
Posts: 2,552
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