The impact of unlagging HML on Fama-French five factor model performance in the UK

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dc.contributorAalto Universityen
dc.contributorAalto-yliopistofi
dc.contributor.advisorLof, Matthijs
dc.contributor.advisorJokivuolle, Esa
dc.contributor.authorHakola, Eero
dc.contributor.departmentRahoituksen laitosfi
dc.contributor.schoolKauppakorkeakoulufi
dc.contributor.schoolSchool of Businessen
dc.date.accessioned2020-03-15T17:00:48Z
dc.date.available2020-03-15T17:00:48Z
dc.date.issued2019
dc.format.extent58
dc.identifier.urihttps://aaltodoc.aalto.fi/handle/123456789/43497
dc.identifier.urnURN:NBN:fi:aalto-202003152537
dc.language.isoenen
dc.locationP1 Ifi
dc.programmeFinanceen
dc.subject.keywordFama-French five-factor modelen
dc.subject.keywordvalue factoren
dc.subject.keywordHMLen
dc.subject.keywordasset pricingen
dc.titleThe impact of unlagging HML on Fama-French five factor model performance in the UKen
dc.typeG2 Pro gradu, diplomityöfi
dc.type.ontasotMaster's thesisen
dc.type.ontasotMaisterin opinnäytefi
local.aalto.electroniconlyyes
local.aalto.openaccessno

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