Tobias Hemauer

University of St. Gallen - School of Finance

Unterer Graben 21

St. Gallen, 9000

Switzerland

  • University of St. Gallen - School of Finance

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

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1.

A Five-Factor Asset Pricing Model with Enhanced Factors

Number of pages: 54 Posted: 25 Jan 2023
Manuel Ammann, Tobias Hemauer and Simon Straumann
University of St. Gallen - School of Finance, University of St. Gallen - School of Finance and WHU - Otto Beisheim School of Management
Downloads 180 (258,557)

Abstract:

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Fama-French five-factor model, value factor, profitability factor, investment factor, cash flow shocks

2.

Resurrecting the Value Factor from its Redundancy

Number of pages: 61 Posted: 09 Feb 2022 Last Revised: 23 Dec 2022
Manuel Ammann, Tobias Hemauer and Simon Straumann
University of St. Gallen - School of Finance, University of St. Gallen - School of Finance and WHU - Otto Beisheim School of Management
Downloads 134 (326,595)

Abstract:

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Fama-French five-factor model, value factor, investment factor, cash flow shocks, discount rate shocks