Search for dissertations about: "Frederik Lundtofte"

Found 1 swedish dissertation containing the words Frederik Lundtofte.

  1. 1. Essays on Incomplete Information in Financial Markets

    University dissertation from Department of Economics, Lund Universtiy

    Author : Frederik Lundtofte; [2005]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; ekonomiska system; ekonomisk politik; Financial science; Finansiering; ekonomisk teori; economic policy; Nationalekonomi; ekonometri; Economics; econometrics; economic theory; factor pricing models; hedging demands; estimation risk; partial information; learning; economic systems;

    Abstract : This thesis consists of three essays on incomplete information in financial markets, two of which are theoretical, and one that is mainly of an empirical nature. All three essays concern parameter uncertainty, and they employ a continuous-time framework. READ MORE