masters Thesis Project Collaboration Wanted

Name
Rasmus Klausen
University
Copenhagen Business School (CBS), Denmark
Degree & Study program
Masters in MSc in Applied Economics & Finance
GPA: 9.8
Category
Economic finance & accounting
Keywords
Finance investment markets capital markets asset pricing
Proposal
Comprehensive comparison of active and passive mutual funds evaluation of asset pricing models investigation of M&A (rumour) effects on stock price elaborate comparison of value and growth investing relationship between liquidity and asset prices develop a market timing (or asset allocation) model update of Markowitzs mean-optimisation model improving Fama-French 3-Factor model

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