Portfolio investing based on Fama-French three-factor model — Application in Finnish and Swedish stock markets

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Journal Title

Journal ISSN

Volume Title

School of Business | Master's thesis

Date

2022

Major/Subject

Mcode

Degree programme

Information and Service Management (ISM)

Language

en

Pages

36 + 4

Series

Description

Thesis advisor

Liesiö, Juuso
Malo, Pekka

Keywords

asset pricing, three-factor model, Fama-French, investing

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Citation