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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