Equity Premium Puzzle : teori och empiri

Equity Premium Puzzle : teori och empiri

Syftet med uppsatsen är att diskutera det så kallade equity premium puzzle. Jag analyserar teoretiskt den intertemporala konsumtionsbaserade CAPM (C-CAPM), sammanställer en del av litteraturdiskussionen som finns på området samt empiriskt testar C-CAPM på svensk data. Fenomenet equity premium puzzle...

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Bibliographic Details
Main Author:	Pettersson, Pernilla
Format:	Others
Language:	Swedish
Published:	Uppsala universitet, Nationalekonomiska institutionen 2006
Subjects:	riskpremium risk free rate puzzle C-CAPM Economics Nationalekonomi
Online Access:	http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-6401

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