Björn Hansson

författare

• 2013
  • The components of the illiquidity premium: An empirical analysis of U.S. stocks 1927-2010
• 2010
  • Book-to-Market and Size Effect: Compensations for risks or outcomes of market inefficiencies
• 2009
  • An analysis of momentum and contrarian anomalies using an orthogonal portfolio approach
• 2008
  • An analysis of momentum and contrarian strategies using an optimal orthogonal portfolio approach
• 2007
  • Predictable Dynamics in Market, Size and Value Betas
• 2006
  • Home Bias in European Countries within a Bayesian Framework
• 2005
  • A Critical Investigation of the Explanatory Role of Factor Mimicking Portfolios
  • Book-to-market and size effect: Risk compensation or market inefficiency
  • Estimation of Common Components of European Equity Indices: A Latent Factor Approach
  • Evaluating the Importance of Missing Risk Factors Using the Optimal Orthogonal Portfolio Approach
  • Forecasting Variance Using Stochastic Volatility and GARCH
• 2004
  • A Two-State Capital Asset Pricing Model with Unobservable States
• 2003
  • The Explanatory Role of Factor Portfolios for Industries Exposed to Foreign Competition
• 2002
  • Bertil Ohlin and the Stockholm School: Autonomous Changes in Consumption Demand
  • Cross Sectional Analysis of the Swedish Stock Market
• 2001
  • Equity Risk Factors for a Small Open Economy: A Risk Management Perspective
• 2000
  • Cross Sectional Analysis of Stock Returns with Time-varying Beta
  • Time diversification and Estimation Risk
• 1998
  • Testing the Conditional CAPM Using Multivariate GARCH-M
• 1997
  • Changing Risk Premia: Evidence from a Small Open Economy
  • Knut Wicksells Leben und Werk und sein Einfluss auf die Entstehung einer Schwedischen Schule der Öko
• 1995
  • An evaluation of alternative models for predicting stock volatility: Evidence from a small market
• 1993
  • Risk Reduction by Diversification in the Nordic Stock Markets
  • Some distributional properties of monthly stock returns in Sweden 1919-1990
  • The Existence of a Positive Rate in a Stationary State: A Wicksellian Enigma
• 1992
  • Computation of a monthly index for Swedish stock returns: 1919-1990
  • Random walk in Swedish stock prices: 1919-1990
  • Swedish stocks, bonds, bills and inflation (1919-1990)
• 1991
  • After the Stockholm School
  • The Stockholm School And The Development Of Dynamic Method
• 1990
  • The Swedish Tradition: Wicksell and Cassel
• 1988
  • Från avsikt till system
  • The Immediate Response in Sweden to The General Theory
• 1987
  • Cumulative Processes
  • Dag Hammarskjöld
  • Forced Saving
  • Ingvar Svennilsson
  • The Stockholm School
• 1985
  • Gunnar Myrdal
  • Keynes' Notion of Equilibrium in The General Theory
• 1983
  • Wicksell's Critique of Ricardo’s Chapter "On Machinery"
• 1982
  • The Stockholm School And The Development Of Dynamic Method
  • The Stockholm School and the Development of Dynamic Method
• 1976
  • Ricardiansk och neoricardiansk värdeteori