Sökning: "Jakob Glasberg"

Hittade 1 uppsats innehållade orden Jakob Glasberg.

  1. 1. Return Predictability and Strategic Asset Allocation (A study examining return predictability on the Swedish market and strategic asset allocation of the Swedish buffer pension funds.)

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Jakob Glasberg; Jonatan Blomstrand; [2018]
    Nyckelord :Return predictability; Strategic asset allocation; Pension fund;

    Sammanfattning : The purpose of this paper is to examine whether Swedish macro-economic variables can predict domestic excess stock and bond return. The paper examines what effects the short-term rate, maturity yield spread and dividend yield have on the aforementioned returns. LÄS MER