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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| 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 |
Associations
- People
- Reschenhofer, Christoph (Details)
- Organization
- Institute for Finance, Banking and Insurance IN (Details)
- Research areas (ÖSTAT Classification 'Statistik Austria')
- 5358 Corporate finances (Details)
- 5361 Financial management (Details)