Essays about: "Filip Düsing"

Found 1 essay containing the words Filip Düsing.

  1. 1. Price is What You Pay, Value is What You Get - Dissecting the Quality Anomaly in US Equity Returns

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Filip Düsing; Erik Ivarsson; [2017]
    Keywords : Factor Investing; Quality Factor; Quality Screen; Cross Sectional Regression; Conditional Beta Analysis; Selection Bias; Business and Economics;

    Abstract : The purpose of the thesis relates to the Quality anomaly observed in the US equity market, where stocks with Quality characteristics tend to outperform and have higher risk adjusted returns. By dissecting the Quality anomaly, the thesis aims to analyze the drivers of the over performance of Quality and investigate the presence of a systematic Quality premium. READ MORE