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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 ekonomiAbstract : 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
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