Is more always more? Testing a five-factor asset pricing model with European momentum portfolios

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School of Business | Bachelor's thesis
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Date
2016
Major/Subject
Mcode
Degree programme
Rahoitus
Language
en
Pages
25
Series
Description
Thesis advisor
Lof, Matthijs
Keywords
Fama-French three-factor model, five-factor model, asset pricing, momentum, anomalies
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