An Analysis of “Quality Minus Junk” Strategies. The Asset Pricing Factor

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Bachelor Thesis from the year 2015 in the subject Business economics - General, grade: 1,3, University of Mannheim, language: English, abstract: This term paper deals with the strategy called “quality-minus-junk” (QMJ). The reader will see that both abnormal returns, characterized as alpha, and excess returns, characterized as returns above the risk-free rate, are consistently high for any of the ...
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Bachelor Thesis from the year 2015 in the subject Business economics - General, grade: 1,3, University of Mannheim, language: English, abstract: This term paper deals with the strategy called “quality-minus-junk” (QMJ). The reader will see that both abnormal returns, characterized as alpha, and excess returns, characterized as returns above the risk-free rate, are consistently high for any of the ...
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Details

  • ISBN: 9783668501416
  • Seitenzahl: 32
  • Kopierschutz: Kein
  • Erscheinungsdatum: 09.08.2017
  • Verlag: GRIN VERLAG
  • Formate: pdf

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