Additional Metadata
Keywords Unlevered excess returns, Unlevered CAPM, Asset Pricing, five-factor model
Thesis Advisor Schmitt, Claus, Cosemans, Mathijs
Persistent URL hdl.handle.net/2105/52413
Series Finance & Investments
Citation
Heikens, Bas. (2020, July 16). The five-factor model and the cross-section of unlevered industry returns. Finance & Investments. Retrieved from http://hdl.handle.net/2105/52413