Quotation Reschenhofer, Christoph. 2017. Can Risk Premia in Global Equity Markets be Exploited by Macroeconomic Characteristics? A Parametric Portfolio Optimization Approach. Masterarbeit, Finance, Banking and Insurance.


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Publication's profile

Status of publication Published
Affiliation External
Type of publication Master thesis
Language English
Title Can Risk Premia in Global Equity Markets be Exploited by Macroeconomic Characteristics? A Parametric Portfolio Optimization Approach.
Academic institution Finance, Banking and Insurance
Year 2017

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People
Reschenhofer, Christoph (Details)
Organization
Institute for Finance, Banking and Insurance IN (Details)
Research areas (Ă–STAT Classification 'Statistik Austria')
5358 Corporate finances (Details)
5361 Financial management (Details)
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