Sökning: "Jonatan Ahlstedt"

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  1. 1. The Inconvenient Truth of the Downside Beta

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Mikael Ahlstedt; Jonatan Stål; [2015-07-13]
    Nyckelord :;

    Sammanfattning : 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