Sökning: "Robert Löthman"

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  1. 1. Can we replace CAPM and the Three-Factor model with Implied Cost of Capital?

    Kandidat-uppsats, Företagsekonomiska institutionen

    Författare :Robert Löthman; Eric Pettersson; [2014]
    Nyckelord :Implied Cost of Capital; CAPM; Three-Factor model; expected returns; abnormal returns;

    Sammanfattning : Researchers criticize predominant expected return models for being imprecise and based on fundamentally flawed assumptions. This dissertation evaluates Implied Cost of Capital, CAPM and the Three-Factor model abilities to estimate returns. We study each models expected return association to realized return and test for abnormal returns. LÄS MER