Search for dissertations about: "Johan Parmler"

Found 1 swedish dissertation containing the words Johan Parmler.

  1. 1. Essays in empirical asset pricing

    University dissertation from Stockholm : Economic Research Institute, Stockholm School of Economics (EFI)

    Author : Johan Parmler; Handelshögskolan i Stockholm.; [2005]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Asset pricing models; Model selection; Bayesian econometrics; Pristeori; Prisbildning; Ekonometri; SOCIAL SCIENCES Business and economics Economics; SAMHÄLLSVETENSKAP Ekonomi Nationalekonomi;

    Abstract : Capital Asset Pricing Model (CAPM) is the most widely used model in asset pricing. This model evaluates the asset return in relation to the market return and the sensitivity of the security to the market. However, the evidence supporting the CAPM is mixed. READ MORE