Asset Pricing Factor Models in the German Stock Market


Master's Thesis, 2021

109 Pages, Grade: 1,7


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Excerpt out of 109 pages

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Title
Asset Pricing Factor Models in the German Stock Market
College
University of Hannover  (Institut für Finanzwirtschaft und Rohstoffmärkte)
Grade
1,7
Author
Year
2021
Pages
109
Catalog Number
V1023138
ISBN (eBook)
9783346420091
Language
English
Keywords
Finance, stock, market, factor, capm, multifactor, model, size, value, momentum, profitability, investment, management, performance, regression, carhart, q-factor, mispricing, anomaly, 3 x 3, 2 x 2 x 2, sorting, anomalies, out-of-sample, rolling, window, active, fond, fonds, passive, managed, efficient
Quote paper
B.A. Julian Fischer (Author), 2021, Asset Pricing Factor Models in the German Stock Market, Munich, GRIN Verlag, https://www.grin.com/document/1023138

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