Essays about: "H-CAPM"

Found 1 essay containing the word H-CAPM.

  1. 1. A study of the risk-return relationship in the Swedish housing market: evidence from an H-CAPM model

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Adrian Imreorow; Oscar Schagerström; [2011]
    Keywords : housing capital asset pricing model; H-CAPM; housing market; house price returns; risk-return relationship;

    Abstract : This paper investigates the risk-return relationship in the Swedish housing market by testing a housing capital asset pricing model (H-CAPM). The model is applied on one- and two-dwelling houses for permanent living in 238 municipalities between 1982 and 2009. READ MORE