Essays about: "Felix Gardtman"

Found 1 essay containing the words Felix Gardtman.

  1. 1. A Comparison of Asset Pricing Models on Nordic Markets

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Felix Gardtman; Alexander Käll; [2020]
    Keywords : Asset pricing model; Five-factor model; Three-factor model; Market-premium; Size-premium;

    Abstract : This paper applies the Fama and French five-factor model to Nordic stock markets, comparing its performance to the Fama and French three-factor model and CAPM. The five-factor model is not found to outperform the three-factor model or CAPM. READ MORE