Essays about: "Sven Spieker"

Found 1 essay containing the words Sven Spieker.

  1. 1. Size, Value and Momentum in Frontier Markets : Testing for Fama-French-Carhart Factors and Market Efficiency in Frontier Markets

    University essay from

    Author : John N. Petersen; Sven Spieker; [2019]
    Keywords : Asset Pricing; Fama-French Four Factor; Frontier Markets; Size; Value; Momentum;

    Abstract : As more and more investors look to diversify their portfolios further, their attentions have moved past emerging markets in recent years, towards the so-called frontier markets. Frontier markets are less developed and liquid than emerging markets but offer tremendous opportunities for investors willing to allocate capital into them. READ MORE