Essays about: "Ludvig Mattsson"

Found 1 essay containing the words Ludvig Mattsson.

  1. 1. Portfolio Implications of Homeownership - Hedging Housing Risk in Urban and Peripheral Sweden

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi; Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Philip Löfgren; Ludvig Mattsson; [2008]
    Keywords : household portfolio; homeownership; hedging; real estate;

    Abstract : This paper investigates the investment implications of the housing consumption choice in a mean-variance framework using quarterly time series ranging from the first quarter 1986 to the last quarter 2005. We analyze the investment portfolio of the Swedish household on a quarterly horizon containing general stocks, real estate stocks, T-bills, government bonds and housing. READ MORE