Essays about: "Robert Löthman"

Found 1 essay containing the words Robert Löthman.

  1. 1. Can we replace CAPM and the Three-Factor model with Implied Cost of Capital?

    University essay from Företagsekonomiska institutionen

    Author : Robert Löthman; Eric Pettersson; [2014]
    Keywords : Implied Cost of Capital; CAPM; Three-Factor model; expected returns; abnormal returns;

    Abstract : Researchers criticize predominant expected return models for being imprecise and based on fundamentally flawed assumptions. This dissertation evaluates Implied Cost of Capital, CAPM and the Three-Factor model abilities to estimate returns. We study each models expected return association to realized return and test for abnormal returns. READ MORE