Fama French five factor model: an empirical investigation on European banks
Stabilini, Federica (A.A. 2018/2019) Fama French five factor model: an empirical investigation on European banks. Tesi di Laurea in Tecniche di borsa, Luiss Guido Carli, relatore Daniele Previtali, pp. 49. [Bachelor's Degree Thesis]
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Abstract/Index
Asset pricing theories. The fama-French three-factor model. The fama-French five-factor model. Evidence from European bank stocks. Testing the five-factor model. Regression details in the analysis on European bank stocks.
References
Bibliografia: pp. 46-49.
| Thesis Type: | Bachelor's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Bachelor's Degree Programs > Bachelor's Degree Program in Economics and Management (L-18) |
| Chair: | Tecniche di borsa |
| Thesis Supervisor: | Previtali, Daniele |
| Academic Year: | 2018/2019 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 01 Oct 2019 08:55 |
| Last Modified: | 01 Oct 2019 08:55 |
| URI: | https://tesi.luiss.it/id/eprint/24577 |
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