Search for dissertations about: "Capital Asset Pricing Model"

Showing result 1 - 5 of 6 swedish dissertations containing the words Capital Asset Pricing Model.

  1. 1. Empirical studies of financial asset returns

    Author : Sonnie Karlsson; [2008]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Asset pricing; Riskaversion; Consumption; Capital investments; Multi-moment; Non-linear; International capital markets; Credit risk; Swap spread; Liquidity;

    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

  2. 2. Essays on Credit Risk

    Author : Caren Guo Nielsen; [2015]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Asset pricing; equity returns; size effect; value effect; momentum effect; credit risk effect; credit default swap; banks; asset risk; credit risk; portfolio choice; risk-based capital regulation; bank bailouts; moral hazard; distress risk; capital injections; TARP; CPP; market discipline; financial crisis;

    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

  3. 3. International Asset Pricing, Diversification and Links between National Stock Markets

    University dissertation from Department of Economics, Lund Universtiy

    Author : Birger Nilsson; [2002]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Financial science; Finansiering; economic systems; economic theory; Economics; econometrics; Simulated Annealing; Capital Market Liberalization; International Asset Pricing; Diversification;

    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

  4. 4. Essays on portfolio behavior and asset pricing

    University dissertation from Uppsala : Acta Universitatis Upsaliensis

    Author : Bo Stoltz; [1997]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Nationalekonomi; SOCIAL SCIENCES Business and economics Economics; SAMHÄLLSVETENSKAP Ekonomi Nationalekonomi; nationalekonomi; Economics;

    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

  5. 5. Essays on Public Macroeconomic Policy

    University dissertation from Institute for International Economic Studies

    Author : Jose Mauricio Jr. Prado; Per Krusell; Nezih Guner; [2007]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; public policy; informality; foreign direct investments; ambiguity aversion; asset pricing; equity premium; business cycles; SOCIAL SCIENCES Business and economics Economics; SAMHÄLLSVETENSKAP Ekonomi Nationalekonomi; Economics; nationalekonomi;

    Abstract : The thesis consists of three self-contained essays on public policy in the macroeconomy.“Government Policy in the Formal and Informal Sectors” quantitatively investigates the interaction between the firms' choice to operate in the formal or the informal sector and government policy on taxation and enforcement. READ MORE