FF4 - What does FF4 stand for? The Free Dictionary
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Our test statistic is the augmented FF4 alpha for these zero investment portfolios.
The augmented FF4 alpha will be driven by IDVOL betas, not the individual IDVOL.
j] = the [alpha] (average excess return) determined using the FF4 model in the match period for target j.
j] = the idiosyncratic volatility estimated from the FF4 model fit during the target's match period.
He formerly served as deputy managing director of Sligos, a FF4
billion company which provides monetics and software development to banks and industry.