Empirical asset pricing and investment strategies

Empirical asset pricing and investment strategies

This thesis, “Empirical Asset Pricing and Investment Strategies”, examines a number of topics related to portfolio choice, asset pricing, and strategic and tactical asset allocation. The first two papers treat the predictability of asset returns. Since at least the mid-1980s until quite recently, th...

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Bibliographic Details
Main Author: Ahlersten, Krister
Format: Doctoral Thesis
Language:English
Published: Handelshögskolan i Stockholm, Finansiell Ekonomi (FI) 2007
Subjects:
Asset Pricing
Decoupling
Equity Premium
Investment Strategies
Portfolio Choice
Portfolio Optimization
Predictability
Regime-Switching Models
Smooth Transition Regressions
Structural Breaks
Time-Series Models
Aktieanalys
Business and economics
Ekonomi
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-478
http://nbn-resolving.de/urn:isbn:978-91-7258-726-7

Internet

http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-478
http://nbn-resolving.de/urn:isbn:978-91-7258-726-7

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