Backhaus, Achim; Zhakanova, Aliya; Bausch, Matthias - In: Economies : open access journal 10 (2022) 2, pp. 1-21
The "technology bubble" in the late 1990s, the financial crisis in 2007/2008, and the Eurozone crisis generated significant losses across several asset classes. The objective of this paper is to investigate risk premia factors such as size, value, momentum, carry, quality, and low volatility and...
