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100%: Marwin Zimmermann: The Effect of Macroeconomic Variables on the Size, Value and Momentum Factor in Germany (Paperback) (ISBN: 9783668843400) GRIN Verlag, United States, Erstausgabe, in Englisch, Taschenbuch.Nur diese Ausgabe anzeigen…
100%: Marwin Zimmermann: The effect of macroeconomic variables on the size, value and momentum factor in Germany (ISBN: 9783668843394) GRIN Verlag, in Deutsch, Taschenbuch.Nur diese Ausgabe anzeigen…
The Effect of Macroeconomic Variables on the Size, Value and Momentum Factor in Germany (Paperback)
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Bester Preis: € 24,99 (vom 02.08.2019)1
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The Effect of Macroeconomic Variables on the Size, Value and Momentum Factor in Germany (Paperback) (2018)
~EN PB NW FEISBN: 9783668843400 bzw. 3668843406, vermutlich in Englisch, GRIN Verlag, United States, Taschenbuch, neu, Erstausgabe.
Von Händler/Antiquariat, The Book Depository EURO [60485773], London, United Kingdom.
Language: English. Brand new Book. Bachelor Thesis from the year 2018 in the subject Business economics - Investment and Finance, grade: 1,0, University of Passau, language: English, abstract: Today there are dozens of papers existing which investigate the relationship between macroeconomic variables such as GDP growth, exchange rates, inflation, etc. and the 4 factors used in the Carhart 4-factor model. However, most of the papers select corresponding control variables a priori and might miss some macroeconomic variables which hold much information about one of the factors. Overcoming this problem constitutes the core of this paper. With a three tiered statistical procedure which comprises the use of clustering and LASSO regressions I am aiming at solving that challenge. I start with more than 300 macroeconomic control variables which proxy for all possible variables out there and select those with the highest explanatory power.
Language: English. Brand new Book. Bachelor Thesis from the year 2018 in the subject Business economics - Investment and Finance, grade: 1,0, University of Passau, language: English, abstract: Today there are dozens of papers existing which investigate the relationship between macroeconomic variables such as GDP growth, exchange rates, inflation, etc. and the 4 factors used in the Carhart 4-factor model. However, most of the papers select corresponding control variables a priori and might miss some macroeconomic variables which hold much information about one of the factors. Overcoming this problem constitutes the core of this paper. With a three tiered statistical procedure which comprises the use of clustering and LASSO regressions I am aiming at solving that challenge. I start with more than 300 macroeconomic control variables which proxy for all possible variables out there and select those with the highest explanatory power.
2
The effect of macroeconomic variables on the size, value and momentum factor in Germany (2018)
~EN PB NWISBN: 9783668843400 bzw. 3668843406, vermutlich in Englisch, Grin Verlag, Taschenbuch, neu.
Lieferung aus: Deutschland, Versandkosten nach: Deutschland, Versandkostenfrei.
Von Händler/Antiquariat, buecher.de GmbH & Co. KG, [1].
Bachelor Thesis from the year 2018 in the subject Business economics - Investment and Finance, grade: 1,0, University of Passau, language: English, abstract: Today there are dozens of papers existing which investigate the relationship between macroeconomic variables such as GDP growth, exchange rates, inflation, etc. and the 4 factors used in the Carhart 4-factor model. However, most of the papers select corresponding control variables a priori and might miss some macroeconomic variables which hold much information about one of the factors. Overcoming this problem constitutes the core of this paper. With a three tiered statistical procedure which comprises the use of clustering and LASSO regressions I am aiming at solving that challenge. I start with more than 300 macroeconomic control variables which proxy for all possible variables out there and select those with the highest explanatory power. 2018. 56 S. 210 mm Versandfertig in 6-10 Tagen, Softcover, Neuware, offene Rechnung (Vorkasse vorbehalten).
Von Händler/Antiquariat, buecher.de GmbH & Co. KG, [1].
Bachelor Thesis from the year 2018 in the subject Business economics - Investment and Finance, grade: 1,0, University of Passau, language: English, abstract: Today there are dozens of papers existing which investigate the relationship between macroeconomic variables such as GDP growth, exchange rates, inflation, etc. and the 4 factors used in the Carhart 4-factor model. However, most of the papers select corresponding control variables a priori and might miss some macroeconomic variables which hold much information about one of the factors. Overcoming this problem constitutes the core of this paper. With a three tiered statistical procedure which comprises the use of clustering and LASSO regressions I am aiming at solving that challenge. I start with more than 300 macroeconomic control variables which proxy for all possible variables out there and select those with the highest explanatory power. 2018. 56 S. 210 mm Versandfertig in 6-10 Tagen, Softcover, Neuware, offene Rechnung (Vorkasse vorbehalten).
3
The effect of macroeconomic variables on the size, value and momentum factor in Germany (2018)
EN PB NW FEISBN: 9783668843400 bzw. 3668843406, in Englisch, 56 Seiten, GRIN Verlag, Taschenbuch, neu, Erstausgabe.
Lieferung aus: Deutschland, Versandfertig in 2 - 3 Werktagen, Tatsächliche Versandkosten können abweichen.
Von Händler/Antiquariat, Books on Demand GmbH.
Bachelor Thesis from the year 2018 in the subject Business economics - Investment and Finance, grade: 1,0, University of Passau, language: English, abstract: Today there are dozens of papers existing which investigate the relationship between macroeconomic variables such as GDP growth, exchange rates, inflation, etc. and the 4 factors used in the Carhart 4-factor model. However, most of the papers select corresponding control variables a priori and might miss some macroeconomic variables which hold much information about one of the factors. Overcoming this problem constitutes the core of this paper. With a three tiered statistical procedure which comprises the use of clustering and LASSO regressions I am aiming at solving that challenge. I start with more than 300 macroeconomic control variables which proxy for all possible variables out there and select those with the highest explanatory power. Taschenbuch, Ausgabe: 1. Label: GRIN Verlag, GRIN Verlag, Produktgruppe: Book, Publiziert: 2018-12-21, Studio: GRIN Verlag.
Von Händler/Antiquariat, Books on Demand GmbH.
Bachelor Thesis from the year 2018 in the subject Business economics - Investment and Finance, grade: 1,0, University of Passau, language: English, abstract: Today there are dozens of papers existing which investigate the relationship between macroeconomic variables such as GDP growth, exchange rates, inflation, etc. and the 4 factors used in the Carhart 4-factor model. However, most of the papers select corresponding control variables a priori and might miss some macroeconomic variables which hold much information about one of the factors. Overcoming this problem constitutes the core of this paper. With a three tiered statistical procedure which comprises the use of clustering and LASSO regressions I am aiming at solving that challenge. I start with more than 300 macroeconomic control variables which proxy for all possible variables out there and select those with the highest explanatory power. Taschenbuch, Ausgabe: 1. Label: GRIN Verlag, GRIN Verlag, Produktgruppe: Book, Publiziert: 2018-12-21, Studio: GRIN Verlag.
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Symbolbild
The effect of macroeconomic variables on the size, value and momentum factor in Germany (2017)
~EN PB NW RPISBN: 9783668843400 bzw. 3668843406, vermutlich in Englisch, GRIN Verlag, Taschenbuch, neu, Nachdruck.
Von Händler/Antiquariat, Ria Christie Collections [59718070], Uxbridge, United Kingdom.
PRINT ON DEMAND Book; New; Publication Year 2017; Not Signed; Fast Shipping from the UK.
PRINT ON DEMAND Book; New; Publication Year 2017; Not Signed; Fast Shipping from the UK.
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Effect of macroeconomic variables on the size (2018)
~EN PB NWISBN: 9783668843400 bzw. 3668843406, vermutlich in Englisch, Taschenbuch, neu.
Lieferung aus: Deutschland, Next Day, Versandkostenfrei.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
6
The effect of macroeconomic variables on the size, value and momentum factor in Germany
DE PB NWISBN: 9783668843394 bzw. 3668843392, in Deutsch, GRIN Verlag, Taschenbuch, neu.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
7
The effect of macroeconomic variables on the size, value and momentum factor in Germany (eBook, PDF)
DE NW EBISBN: 9783668843394 bzw. 3668843392, in Deutsch, GRIN Verlag, neu, E-Book.
Lieferung aus: Deutschland, Versandkostenfrei innerhalb von Deutschland.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
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