Sökning: "Gustav Åhs"

Hittade 1 uppsats innehållade orden Gustav Åhs.

  1. 1. Multiple factor models for equities : An empirical study of the performance of factor mimicking portfolios

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :Christoffer Forssén; Gustav Åhs; [2017]
    Nyckelord :;

    Sammanfattning : The trade-off between risk and return for equities has long been a challenge for portfolio and risk managers in order to create financial success and stability. This issue has led to several researchers trying to explain equity returns through various factor models. LÄS MER