Sökning: "John N. Petersen"

Hittade 1 uppsats innehållade orden John N. Petersen.

  1. 1. Size, Value and Momentum in Frontier Markets : Testing for Fama-French-Carhart Factors and Market Efficiency in Frontier Markets

    Magister-uppsats,

    Författare :John N. Petersen; Sven Spieker; [2019]
    Nyckelord :Asset Pricing; Fama-French Four Factor; Frontier Markets; Size; Value; Momentum;

    Sammanfattning : As more and more investors look to diversify their portfolios further, their attentions have moved past emerging markets in recent years, towards the so-called frontier markets. Frontier markets are less developed and liquid than emerging markets but offer tremendous opportunities for investors willing to allocate capital into them. LÄS MER