A comparative analysis of traditional ETFs and factor Smart Beta ETFs based on the Fama-French-Carhart four factor model : master thesis

Bidovec, Jaka (author), Ichev, Riste (mentor), Berk, Aleš (member of the commission for defense), Spruk, Rok (member of the commission for defense)

• Language: English
• Keywords: capital market, investment funds, investments, models, value, factor analysis, comparisons, analysis
• Work type: Master's thesis/paper
• Typology: 2.09 - Master's Thesis
• Organization: EF - School of Economics and Business
• Place of publishing: Ljubljana
• Publisher: J. Bidovec
• Year: 2025
• Number of pages: 1 spletni vir (1 datoteka PDF (V, 66, 2 str.)
• PID: 20.500.12556/RUL-177468
• UDC: 336.76
• COBISS.SI-ID: 257426947
• Publication date in RUL: 23.12.2025

Secondary language

• Language: Slovenian
• Title: Primerjalna analiza tradicionalnih in faktorskih Smart Beta indeksnih investicijskih skladov na podlagi Fama-French-Carhart štiri faktorskega modela
• Keywords: trg kapitala, investicijski skladi, investicije, modeli, vrednost, faktorske analize, komparacije, analiza