Daniel Huber

Technische Universität München (TUM)

Research Assistant

Arcisstrasse 21

Munich, 80333

Germany

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Scholarly Papers (1)

1.

Constructing a Powerful Profitability Factor: International Evidence

Number of pages: 56 Posted: 28 Aug 2018 Last Revised: 03 Oct 2018
Matthias X. Hanauer and Daniel Huber
Robeco Asset Management - Quantitative Strategies and Technische Universität München (TUM)
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Abstract:

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Factor models, Profitability, International Markets, Anomalies