Essays about: "Christoffer Forssén"

Found 1 essay containing the words Christoffer Forssén.

  1. 1. Multiple factor models for equities : An empirical study of the performance of factor mimicking portfolios

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Christoffer Forssén; Gustav Åhs; [2017]
    Keywords : ;

    Abstract : The trade-off between risk and return for equities has long been a challenge for portfolio and risk managers in order to create financial success and stability. This issue has led to several researchers trying to explain equity returns through various factor models. READ MORE