Essays about: "Jacob Riben"
Found 1 essay containing the words Jacob Riben.
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1. New factors in asset pricing
University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringAbstract : The purpose of this thesis is to study the relationship between the different risk factors of the Fama and French (2015) five-factor model on Northern European data from 1985 to 2014. We find that their five-factor model for cross-sectional asset pricing, including market return, size, book-to-market equity (B/M), profitability and investment as factors of return, only performs slightly better than their three-factor model. READ MORE
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