Sökning: "Pär Baker"
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1. A multi-factor model for the Swedish stock market
Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : In 1996, Robert A. Haugen and Nardin L. Baker published a study where they had made a multi-factor model based on micro-variables on the American stock market between 1979 and 1993. In testing the model on the examined period they made an average annual return of 30,9 percent. LÄS MER
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