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An Analysis of “Quality Minus Junk” Strategies. The Asset Pricing Factor

Name: An Analysis of “Quality Minus Junk” Strategies. The Asset Pricing Factor
Price: 18.95 EUR
Availability: InStock
Author: Mark Matern
ISBN: 978-3-668-50142-3

Bachelor Thesis, 2015

32 Pages, Grade: 1,3

Mark Matern (Author)

Excerpt

I. List of Tables

1. Introduction

2. Quality Measures and the Gordon Growth Model

3. Performance of Quality based on 10 Quality-ranked Portfolios

4. The pricing of HML, SMB and UMD

5. The QMJ factor and different economic environments

6. QMJ and the Sentiment Index

7. QMJ and the Q-factor Model

8. Conclusion

II. Bibliography

III. Appendices

Excerpt out of 32 pages

Details

Title: An Analysis of “Quality Minus Junk” Strategies. The Asset Pricing Factor
College: University of Mannheim
Grade: 1,3
Author: Mark Matern (Author)
Year: 2015
Pages: 32
Catalog Number: V372144
ISBN (eBook): 9783668501416
ISBN (Book): 9783668501423
File size: 800 KB
Language: English
Notes: This text was written by a non-native English speaker. Please excuse any errors or inconsistencies.
Keywords: analysis, quality, minus, junk”, strategies, asset, pricing, factor

Quote paper: Mark Matern (Author), 2015, An Analysis of “Quality Minus Junk” Strategies. The Asset Pricing Factor, Munich, GRIN Verlag, https://www.grin.com/document/372144

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