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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Abstract/Index
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.
References
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 |
| URI: | https://tesi.luiss.it/id/eprint/26266 |
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