Value and growth stocks: an empirical analysis of the US stock market in the period 2000-2020
Ricci, Giuseppe Luigi (A.A. 2020/2021) Value and growth stocks: an empirical analysis of the US stock market in the period 2000-2020. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 60. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Literature review. Investment strategies. Common risk factors. Data explanation and methodologies. Data. Portfolio construction. Quantitative analysis and results. Moments analysis. Capital asset pricing model analysis. Fama & french three factors model analysis. Regression of return premiums on excess book-to-market equity.
References
Bibliografia: pp. 58-59.
| 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 pricing |
| Thesis Supervisor: | Borri, Nicola |
| Thesis Co-Supervisor: | Reichlin, Pietro |
| Academic Year: | 2020/2021 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 08 Sep 2022 12:30 |
| Last Modified: | 08 Sep 2022 12:30 |
| URI: | https://tesi.luiss.it/id/eprint/33255 |
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