Mattias Persson

Sveriges Riksbank

Brunkebergstorg 11

SE- 103 37 Stockholm

Sweden

SCHOLARLY PAPERS

7

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3,312

SSRN CITATIONS
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Top 28,530

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1

CROSSREF CITATIONS

24

Scholarly Papers (7)

1.

Estimation Risk and Portfolio Selection in the Lower Partial Moment

Number of pages: 25 Posted: 25 Jul 2000
Mattias Persson
Sveriges Riksbank
Downloads 803 (31,323)
Citation 1

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2.

Market Dynamics Associated with Credit Ratings: A Literature Review

ECB Occasional Paper No. 16
Number of pages: 40 Posted: 16 Nov 2005
European Central Bank (ECB), Banque de France, Sveriges Riksbank, Banco de España, Bank of Italy, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 793 (31,890)

Abstract:

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Credit rating agencies, ratings, market dynamics, rating triggers, rating methodologies

3.

Long-Term Investing and International Diversification

Number of pages: 22 Posted: 21 Mar 2002
Mattias Persson
Sveriges Riksbank
Downloads 618 (44,785)
Citation 2

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4.

Expected Utility Maximization and Time Diversification

EFMA 2000 Athens
Number of pages: 17 Posted: 23 Oct 2000
Mattias Persson and Bjorn Hansson
Sveriges Riksbank and Lund University - Department of Economics
Downloads 543 (52,724)

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5.

Forecasting Volatility States and Active Portfolio Strategies

Number of pages: 21 Posted: 21 Mar 2002
Mattias Persson and Birger Nilsson
Sveriges Riksbank and Lund University - Department of Economics
Downloads 358 (87,229)

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6.

Stocks or Bills in the Long Run Evidence from the Us and Swedish Asset Markets

Number of pages: 31 Posted: 21 Mar 2002
Bjorn Hansson and Mattias Persson
Lund University - Department of Economics and Sveriges Riksbank
Downloads 111 (258,726)

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7.

The Danish Mortgage Market

BIS Quarterly Review, March 2004
Number of pages: 16 Posted: 06 May 2012
Jacob Gyntelberg, Allen Frankel and Mattias Persson
Nordea Group, Bank for International Settlements (BIS) and Sveriges Riksbank
Downloads 86 (306,294)
Citation 1

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Danish mortgage market, housing finance, callable mortgage bonds