Essays about: "Lars Sparre"
Found 1 essay containing the words Lars Sparre.
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1. Investigating New Multifactor Models with a Conditional Dual-Beta : Can a Conditional Dual-Beta in the Market Factor add Explanatory Value in New Multifactor Models? A study of the Swedish Stock Market between 2003 and 2015
University essay from Linköpings universitet/Företagsekonomi; Linköpings universitet/Filosofiska fakultetenAbstract : This thesis investigates pricing-performance of two recently developed multifactor asset-pricing models with the implementation of dual-betas dependent upon prevailing market-conditions. The models included in the study are the Fama and French five-factor model and the Q-factor model by Hou, Xue and Zhang. READ MORE
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