Essays about: "Cyclical Portfolios pricing"
Found 1 essay containing the words Cyclical Portfolios pricing.
1. Pricing Portfolios Constructed on Cyclicality Considerations Using Non-Domestic Regional Factors: Evidence from Eurozone RegionUniversity essay from Lunds universitet/Nationalekonomiska institutionen
Abstract : This research paper tests the traditional market based pricing models and their ability to explain the return on portfolios constructed on cyclicality basis in the Eurozone region. The paper goes beyond the domestic market portfolios (indices) regularly used for asset pricing to the more regional or international approach of asset pricing through using regional market portfolios as a predictor factor as a potential indicator of the Eurozone economic integration level. READ MORE