Essays about: "Pascal Buehrig"

Found 1 essay containing the words Pascal Buehrig.

  1. 1. Factor Investing and Macroeconomic Risk

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Pascal Buehrig; [2018]
    Keywords : Factor Investing; Macroeconomic Risk; APT; CAPM; Fama French;

    Abstract : This thesis examines the influence of macroeconomic risk on simple investment strategies related to the well-known risk factors size, value and momentum. Based on a sample of 25,224 stocks from ten different countries, quarterly returns between 1999 and 2016 have been analyzed with fixed-effect regression models. READ MORE