Factor Analysis of a Low Market Beta Portfolio in the Nordics
The return of publicly traded assets has been studied by both academia and commercial institutions, using models with different sets of factors. Building on the work of previous results in this field, such as the CAPM-model, the three-factor model by Fama and French, and the four-factor model by Car...
| Main Authors: | , |
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| Format: | Others |
| Language: | English |
| Published: |
KTH, Matematisk statistik
2019
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| Subjects: | |
| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-254294 |