Sökning: "Jonatan Ahlstedt"
Hittade 1 uppsats innehållade orden Jonatan Ahlstedt.
1. The Inconvenient Truth of the Downside Beta
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : In this thesis, we perform a robustness test of the interesting ndings by in particular Artavanis (2013), but also Ang et al. (2006) and others, who nd evidence that a downside beta outperforms the CAPM beta in its ability to explain excess stock returns in a test developed by Fama and French (1992). LÄS MER
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