Search for dissertations about: "Capital Asset Pricing Model"
Showing result 1 - 5 of 7 swedish dissertations containing the words Capital Asset Pricing Model.
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1. Empirical studies of financial asset returns
Abstract : This dissertation aims at understanding differences in rates of returns on financial assets, both in the cross-section and over time. It contains four chapters. The first paper is "Non-separable preferences and risk aversion: Results from the UK". READ MORE
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2. Asset Mispricing
Abstract : This dissertation studies the pricing of stocks in capital markets. It comprises five chapters, where the first serves as an introduction. The subsequent four chapters are each written as self-contained research papers. READ MORE
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3. Essays on Credit Risk
Abstract : This dissertation covers the issues related to credit risk that stem from the recent financial crisis and that are concerned by investors, financial intermediaries, and governments. The results of the research have important implications for asset managers, such as using the information from the credit risk market to rebalance stock portfolios, and for policy makers in regulating or bailing out banks. READ MORE
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4. International Asset Pricing, Diversification and Links between National Stock Markets
Abstract : This thesis consists of three self-contained empirical studies on international financial economics. The common economic theme is that all three studies deal with international stock market return and risk. READ MORE
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5. Essays on portfolio behavior and asset pricing
Abstract : This thesis consists of four self-contained essays on portfolio behavior and asset pricing.The first Essay employs portfolio theory to study the balance sheet composition of theSwedish Manufacturing Industry 1965-90. READ MORE