The q-fqctor model: an investigation on European stock portfolios

Cofone, Maria Carmela (A.A. 2018/2019) The q-fqctor model: an investigation on European stock portfolios. Tesi di Laurea in Asset management, Luiss Guido Carli, relatore Paolo Porchia, pp. 122. [Master's Degree Thesis]

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Review on asset pricing models. The q-factor model. An investigation of the q-factor model on European stock portfolios. Empirical evidence for selected anomalies.


Bibliografia: pp. 103-106.

Thesis Type: Master's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56)
Chair: Asset management
Thesis Supervisor: Porchia, Paolo
Thesis Co-Supervisor: Borri, Nicola
Academic Year: 2018/2019
Session: Autumn
Deposited by: Alessandro Perfetti
Date Deposited: 06 Apr 2020 08:16
Last Modified: 06 Apr 2020 08:16


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