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Project
Asset pricing with a focus on family firms (R-11596)
In first order, the goal of the doctoral research project is to investigate whether family firms provide scope for excess returns and are of value added vis-à-vis existing factor models. In second order, the goal is to investigate: a.) The relationship between different familiness definitions and excess returns. b.) Whether the family factor, explain other generally accepted factor, i.e. size.
Date:1 Sep 2020 → Today
Keywords:Asset pricing, factor models, Family firms
Disciplines:Financial economics, Econometric modelling, Markets, market structures, pricing and design