Essays about: "Dominykas Gruodis"
Found 1 essay containing the words Dominykas Gruodis.
-
1. The Fama-French Five-Factor Asset Pricing Model for the Swedish Stock Market
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : 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
Result pages:
1