Projects funded by the NCN
Factor premia across asset classes: Insights from two centuries worth of data
2019/33/B/HS4/01021
Keywords:
premie czynnikowe premia za ryzyko ilościowe strategie giełdowe wczesne dane z rynków finansowych dane długoterminowe akcje obligacje surowce waluty bony skarbowe
Descriptors:
- HS4_6: Financial markets, international finance, public finance
Panel:
HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies
Host institution :
Uniwersytet Ekonomiczny w Poznaniu, Wydział Zarządzania
woj. wielkopolskie
Principal investigator (from the host institution):
Number of co-investigators in the project: 1
Call: OPUS 17 - announced on 2019-03-15
Amount awarded: 343 862 PLN
Project start date (Y-m-d): 2020-02-24
Project end date (Y-m-d): 2023-02-23
Project duration:: 36 months (the same as in the proposal)
Project status: Project completed
Project description
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