The New Factor Contribution to Asset Pricing

Student: Bodrov Oleg

Educational Programme: Economics (Bachelor)

Year of Graduation: 2021

This paper analyzes the new factor contribution to asset pricing. The purpose of the study is to develop a framework for a new factor contribution evaluation. To achieve this goal, we will analyze different methodologies for solving this problem proposed in the research literature and chose the most appropriate one. Then the framework in the Python programming language will be developed. The framework will be tested on the US stock market data from 1994 to 2020.

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