International factor models

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.