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

dc.contributorAalto Universityen
dc.contributorAalto-yliopistofi
dc.contributor.advisorLof, Matthijs
dc.contributor.authorSalminen, Tuomas
dc.contributor.departmentRahoituksen laitosfi
dc.contributor.schoolKauppakorkeakoulufi
dc.contributor.schoolSchool of Businessen
dc.date.accessioned2017-08-17T08:18:03Z
dc.date.available2017-08-17T08:18:03Z
dc.date.issued2016
dc.format.extent25
dc.format.mimetypeapplication/pdfen
dc.identifier.urihttps://aaltodoc.aalto.fi/handle/123456789/27645
dc.identifier.urnURN:NBN:fi:aalto-201708176549
dc.language.isoenen
dc.programmeRahoitusfi
dc.subject.keywordFama-French three-factor modelen
dc.subject.keywordfive-factor modelen
dc.subject.keywordasset pricingen
dc.subject.keywordmomentumen
dc.subject.keywordanomaliesen
dc.titleIs more always more? Testing a five-factor asset pricing model with European momentum portfoliosen
dc.typeG1 Kandidaatintyöfi
dc.type.ontasotBachelor's thesisen
dc.type.ontasotKandidaatintyöfi
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