Can Risk Premia in Global Equity Markets be Exploited by Macroeconomic Characteristics? A Parametric Portfolio Optimization Approach.

Publication: Thesis › Master's thesis

Original languageEnglish
Awarding Institution
  • WU Wien, Institute for Finance, Banking and Insurance
Publication statusPublished - 2017

Austrian Classification of Fields of Science and Technology (ÖFOS)

  • 502
  • 502009 Corporate finance

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