Essays about: "Dominykas Gruodis"

Found 1 essay containing the words Dominykas Gruodis.

  1. 1. The Fama-French Five-Factor Asset Pricing Model for the Swedish Stock Market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Dominykas Gruodis; [2015]
    Keywords : Fama French; Factor model; Asset pricing model; Profitability; Investment;

    Abstract : The purpose of this thesis is to investigate how well does the five-factor Fama-French model perform in the Swedish stock market. Fama and French (2015) develop the five-factor model that augments the Fama and French (1993) three-factor model of market return, size and value with two new factors: operating profitability and investment. READ MORE