Essays about: "Beta Decile Index Portfolio"
Found 1 essay containing the words Beta Decile Index Portfolio.
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1. Heterogeneity of U.S. Household Labor Income: Evidence from Stock Market
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : The thesis is aimed to have a deeper understanding of heterogeneity of household labor income process across different educational levels and industrial categories. I utilize a fixed-effect model and risk decomposition methodology to analyze the differences of risk profile of labor income innovations and the correlation between labor income process and stock portfolio returns. READ MORE
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