Browsing BI Open by Author "Brockmann, Lukas"
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Enhancement of value strategies using the profitability premium
Brockmann, Lukas (Master thesis, 2017)The profitability premium can enhance value strategies. The anomaly is still significant after adding a profitability- (RMW) and investment (CMA) factor to the (Fama & French, 1993, 2015) three factor regression. A ...