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  1. 1. Riskpremien, vad ska man tro? : En studie med facit i hand

    Magister-uppsats, Institutionen för ekonomi och företagande

    Författare :Markus Lindén; Stellan Särnblom; [2005]
    Nyckelord :Business studies; risk; risk premium; equity risk premium; market risk premium; CAPM; risk premium ex post; risk premium ex ante; implied risk premium; forward looking risk premium; Swedish risk premium; Företagsekonomi; risk; riskpremie; historisk riskpremie; framåtblickande riskpremie;

    Sammanfattning : The market risk premium is one of the most important parameters in finance. Its value and the ways to calculate a risk premium for the market is a widely debated subject. This thesis examines numerous ways of calculating a risk premium for the Swedish market with regard to how good an estimation they make of a real risk premium. LÄS MER