Björn Hansson
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- 2005
-
Mark
A Critical Investigation of the Explanatory Role of Factor Mimicking Portfolios
(
- Contribution to journal › Article
-
Mark
Evaluating the Importance of Missing Risk Factors Using the Optimal Orthogonal Portfolio Approach
(
- Contribution to journal › Article
-
Mark
Book-to-market and size effect: Risk compensation or market inefficiency
2005) Financial Management Association's Annual Conference, 2005(
- Contribution to conference › Paper, not in proceeding
-
Mark
Estimation of Common Components of European Equity Indices: A Latent Factor Approach
(
- Contribution to journal › Article
-
Mark
Forecasting Variance Using Stochastic Volatility and GARCH
(
- Contribution to journal › Article
- 2004
-
Mark
A Two-State Capital Asset Pricing Model with Unobservable States
2004) In Working Papers. Department of Economics, Lund University(
- Working paper/Preprint › Working paper
- 2003
-
Mark
The Explanatory Role of Factor Portfolios for Industries Exposed to Foreign Competition
(
- Contribution to journal › Article
- 2002
-
Mark
Cross Sectional Analysis of the Swedish Stock Market
2002) In Working Papers. Department of Economics, Lund University(
- Working paper/Preprint › Working paper
-
Mark
Bertil Ohlin and the Stockholm School: Autonomous Changes in Consumption Demand
2002)(
- Chapter in Book/Report/Conference proceeding › Book chapter
- 2001
-
Mark
Equity Risk Factors for a Small Open Economy: A Risk Management Perspective
(
- Contribution to journal › Article