Patrick Lehmann

Humboldt University of Berlin

Unter den Linden 6

Berlin, AK Berlin 10099

Germany

http://www.wiwi.hu-berlin.de/finance

  • Humboldt University of Berlin

SCHOLARLY PAPERS

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15

Scholarly Papers (3)

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1.

Another German Fama/French Factor Data Set

Number of pages: 10 Posted: 30 Oct 2015
Roman Brückner, Patrick Lehmann, Martin H. Schmidt and Richard Stehle
Humboldt University of Berlin - School of Business and Economics, Humboldt University of Berlin, Humboldt University of Berlin - School of Business and Economics and Humboldt University of Berlin - School of Business and Economics
Downloads 2,378 (6,876)
Citation 9

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multi-factor data set, research portfolios, data quality, Germany

2.

Non-U.S. Multi-Factor Data Sets Should be Used with Caution

Number of pages: 36 Posted: 04 Feb 2014 Last Revised: 03 Nov 2015
Roman Brückner, Patrick Lehmann, Martin H. Schmidt and Richard Stehle
Humboldt University of Berlin - School of Business and Economics, Humboldt University of Berlin, Humboldt University of Berlin - School of Business and Economics and Humboldt University of Berlin - School of Business and Economics
Downloads 2,234 (7,619)
Citation 9

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data quality, factor model, risk factors, MSCI indices, Germany

3.

In Germany the CAPM is Alive and Well

Number of pages: 67 Posted: 16 Oct 2012
Roman Brückner, Patrick Lehmann and Richard Stehle
Humboldt University of Berlin - School of Business and Economics, Humboldt University of Berlin and Humboldt University of Berlin - School of Business and Economics
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Citation 6

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CAPM, Characteristics, Size, Book-to-Market, Germany