Blar i Master's theses (HH) på emneord "Factor Models"
Viser treff 1-1 av 1
-
Investments in European Securitized Real Estate - Performance Evaluation through Factor-Mimicking Portfolios
(Master thesis, 2010-12-01)This thesis applies factor models in explaining common variations in returns within the European securitized real estate sector. The three risk factors suggested by Fama & French (1993), the market, size and B/M ratio, ...