Sökning: "Pascal Buehrig"
Hittade 1 uppsats innehållade orden Pascal Buehrig.
1. Factor Investing and Macroeconomic Risk
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : This thesis examines the influence of macroeconomic risk on simple investment strategies related to the well-known risk factors size, value and momentum. Based on a sample of 25,224 stocks from ten different countries, quarterly returns between 1999 and 2016 have been analyzed with fixed-effect regression models. LÄS MER
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