Weathering storms with style: Macroeconomic sensitivities of style premia
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Journal Title
Journal ISSN
Volume Title
School of Business |
Master's thesis
Author
Date
2021
Department
Major/Subject
Mcode
Degree programme
Finance
Language
en
Pages
56 + 6
Series
Description
Thesis advisor
Suominen, MattiKeywords
macroeconomic sensitivities, style premia, asset allocation, diversification
