Risk factor based investing:case: MSCI risk factor indices
The aim of this thesis is to study risk factor based investing and test how well MSCI constructs their risk factor based indices. Risk factor based investing has gained a lot of media exposure in the recent years and “Smart Beta” products are becoming more popular. Blackrock estimated that there are...
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| Format: | Dissertation |
| Language: | English |
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University of Oulu
2016
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| Online Access: | http://urn.fi/URN:NBN:fi:oulu-201601141032 http://nbn-resolving.de/urn:nbn:fi:oulu-201601141032 |