Essays about: "Adam Lodin"

Found 1 essay containing the words Adam Lodin.

  1. 1. An Investment-Based Factor Model - An Empirical Assessment of a Neoclassical Asset Pricing Model's Relative Pricing Ability on Swedish Stock Return Data

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Adam Lodin; Claes Söderlind; [2011]
    Keywords : Investment-based asset pricing; Linear factor models; Return-on-assets; Investments-to-assets; Fama French;

    Abstract : The pursuit of the factors determining the cross-section of average stock returns has traditionally been focused around factors believed to proxy for common sources of risk. Previous research points out that linear factor models built on this approach demonstrate an inadequate pricing ability in a Swedish setting. READ MORE