"Factor investing" - Selaus asiasanan mukaan Jyväskylän ammattikorkeakoulu
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An analysis of investing in U.S. equities with the application of quantitative factor portfolios
(2019)This study aimed to examine the potential of applying factors of the modern asset pricing models to automated long-term portfolio management in the U.S. context. Specifically, the factors of Fama and French’s Three-factor ...