Sökning: "Philip Trocmé"

Hittade 1 uppsats innehållade orden Philip Trocmé.

  1. 1. The New Swedish Beta: A Study of Single-Factor Domestic CAPM Mispricing by Swedish Industry

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

    Författare :Philip Trocmé; [2010]
    Nyckelord :cost of capital; single-factor CAPM; globalization;

    Sammanfattning : This study investigates the implementation of the domestic and European single-factor capital asset pricing model in 8 of the largest industries in Sweden. The models are compared to the single-factor global CAPM model and the levels of mispricing are derived. LÄS MER