Sökning: "Olga Gladuniak"
Hittade 1 uppsats innehållade orden Olga Gladuniak.
1. Factor Sensitivities to Alternative Macroeconomic Environments
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : In this thesis, we examine how different factors are exposed to alternative macroeconomic environments. We apply a range of different approaches in order to explore these relationships. Firstly, we analyse mean excess returns and Sharpe ratios of factors in different macroeconomic regimes. LÄS MER
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