Essays about: "Daniel Björck"
Found 1 essay containing the words Daniel Björck.
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1. How Does the Three-factor Model Perform and What Explains its Performance? Empirical tests on Swedish stock portfolios
University essay from Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionenAbstract : In this study the three-factor model of Fama and French (1992; 1993) is evaluated on portfolios of Swedish stocks. Both a cross-section and time series approach are used to evaluate the model. The results show that beta, size, and book-to-market are significant variables in explaining excess returns of Swedish stock portfolios. READ MORE
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