Sökning: "Ádám Faragó"

Hittade 2 avhandlingar innehållade orden Ádám Faragó.

1. 1. Essays on Disappointment Aversion in Portfolio Choice and Asset Pricing

   Författare :Ádám Faragó; Handelshögskolan i Stockholm; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Sammanfattning : .... LÄS MER

3. 2. Predictability in Equity Markets: Estimation and Inference

   Författare :Tamás Kiss; Erik Hjalmarsson; Ádám Faragó; Göteborgs universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Non-stationary regressor; Persistence Adjustment; Predictive Regressions; Predictive System; Present-value relationship; Return Predictability; Stock-return Predictability; Non-stationary regressor Persistence Adjustment Predictive Regressions Predictive System Present-value relationship Return Predictability Stock-return Predictability;

   Sammanfattning : The thesis consists of three chapters dealing with predictability in equity markets. The first chapter analyses predictive regressions in a predictive system framework, where the predictor is an imperfect proxy for the expected returns. LÄS MER