Browsing Master theses by Author "Olin, Robin"
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Q-factor Investment Approach: Evidence from the Swedish Equity Market
Lundgren, Jesper; Olin, Robin (2021-06-30)Four easily measured factors: market, size, investment, and pro tability together con- stitute the empirical q-factor model. The combination of factors have previously shown to largely capture the cross-sectional variation ...