International factor models
JOINT PROJECT WITH HEIKO JACOBS, SEBASTIAN MÜLLER AND FABIAN PREISSLER (first draft by Daniel H. and Fabian P. )
Presented at:
- TUM research seminar, South Tirol, October 2019
Description:
In this research project, we aim to explore which of the most prominent factor models of the literature are internationally best suited to explain the cross-section of expected stock returns.
