Martin Lenz

Union Investment

Wiesenh├╝ttenplatz 25

Frankfurt am Main, 60329

Germany

University of Mannheim - Department of Banking and Finance

L5, 2

Mannheim, 68131

Germany

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Scholarly Papers (1)

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Firm Fundamentals and Realized Factor Betas

Swedish House of Finance Research Paper No. 17-14
Number of pages: 40 Posted: 02 Aug 2017 Last Revised: 15 Aug 2017
Michael Halling, Markus Ibert and Martin Lenz
Stockholm School of Economics & Swedish House of Finance, Board of Governors of the Federal Reserve System and Union Investment
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Abstract:

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Asset Pricing, Time-Varying Betas, Factor Models, Firm Fundamentals