Bjorn Hansson

Lund University - Department of Economics

P.O. Box 7082

S-220 07 Lund

Sweden

SCHOLARLY PAPERS

8

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Top 23,063

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2,003

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Top 45,023

in Total Papers Citations

3

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Scholarly Papers (8)

1.

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 540 (49,298)

Abstract:

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2.

A Critical Investigation of the Explanatory Role of Factor Mimicking Portfolios in Multifactor Asset Pricing Models

EFA 2002 Berlin Meetings Discussion Paper
Number of pages: 31 Posted: 16 Mar 2002
Hossein Asgharian and Bjorn Hansson
Lund University - Department of Economics; Knut Wicksell Centre for Financial Studies and Lund University - Department of Economics
Downloads 467 (59,259)

Abstract:

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3.

Investment Strategies Using Orthogonal Portfolios

EFMA 2003 Helsinki Meetings
Number of pages: 42 Posted: 23 Jun 2003
Hossein Asgharian and Bjorn Hansson
Lund University - Department of Economics; Knut Wicksell Centre for Financial Studies and Lund University - Department of Economics
Downloads 364 (79,793)

Abstract:

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4.

The Components of the Illiquidity Premium: An Empirical Analysis of U.S. Stocks 1927-2010

Journal of Banking and Finance, Forthcoming
Number of pages: 51 Posted: 22 Aug 2011 Last Revised: 14 Feb 2013
Björn Hagströmer, Bjorn Hansson and Birger Nilsson
Stockholm University - Stockholm Business School, Lund University - Department of Economics and Lund University - Department of Economics
Downloads 263 (113,934)

Abstract:

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illiquidity level premium, illiquidity risk premium, conditional LCAPM, effective tick

5.

Home Bias in European Countries within a Bayesian Framework

EFMA 2004 Basel Meetings Paper
Number of pages: 31 Posted: 28 May 2004
Hossein Asgharian and Bjorn Hansson
Lund University - Department of Economics; Knut Wicksell Centre for Financial Studies and Lund University - Department of Economics
Downloads 152 (190,109)

Abstract:

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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 110 (244,077)

Abstract:

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7.

The Explanatory Role of Factor Portfolios for Industries Exposed to Foreign Competition: Evidence from the Swedish Stock Market

EFMA 2002 London Meetings; EFA 2002 Berlin Meetings Discussion Paper
Number of pages: 41 Posted: 16 Mar 2002
Hossein Asgharian and Bjorn Hansson
Lund University - Department of Economics; Knut Wicksell Centre for Financial Studies and Lund University - Department of Economics
Downloads 97 (265,968)

Abstract:

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8.

Equity Risk Factors for a Small Open Economy: A Risk Management Perspective

Multinational Finance Journal, Vol. 5, No. 4, p. 225-257, 2001
Number of pages: 33 Posted: 08 Jul 2015
Hossein Asgharian and Bjorn Hansson
Lund University - Department of Economics; Knut Wicksell Centre for Financial Studies and Lund University - Department of Economics
Downloads 10 (571,119)

Abstract:

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multifactor models; open economy; return covariance; risk management