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Riskpremien, vad ska man tro?: En studie med facit i hand
Södertörn University College, School of Business Studies.
Södertörn University College, School of Business Studies.
2005 (Swedish)Independent thesis Advanced level (degree of Magister), 10 points / 15 hpStudent thesis
Abstract [en]

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. Estimations based on historical periods ranging from 20 to 85 years is calculated as well as a premium based on forward-looking estimates. The real risk premium is solved out for a selection of companies and an index with the help of CAPM. An examination of these estimates leads to the conclusion that historical estimates of a risk premium may be outdated. The implication of this is that more effort should be put into examining a risk premium based on forward-looking estimates. In this context a thorough analysis of fundamentals should be added into the calculation.

Place, publisher, year, edition, pages
Huddinge: Institutionen för ekonomi och företagande , 2005. , 42 p.
Keyword [en]
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
Keyword [sv]
Företagsekonomi, risk, riskpremie, historisk riskpremie, framåtblickande riskpremie
National Category
Business Administration
Identifiers
URN: urn:nbn:se:sh:diva-149OAI: oai:DiVA.org:sh-149DiVA: diva2:15575
Uppsok
samhälle/juridik
Examiners
Available from: 2005-06-09 Created: 2005-06-09

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fulltext(1268 kB)2666 downloads
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File name FULLTEXT01.pdfFile size 1268 kBChecksum MD5
88d430f518fe694a8d78d77fb753631c4ba28773719aa2a788e0c4ba24968ae0d08bea74
Type fulltextMimetype application/pdf

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CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf