Andreas Graflund

Lund University - Department of Economics

P.O. Box 7082

S-220 07 Lund

Sweden

  • Lund University - Department of Economics

    • Email
    • Tel: +46 (0) 46 222 79 19
    • Fax: +46 (0) 46 222 41 18
SCHOLARLY PAPERS

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Scholarly Papers (3)

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1.

Dynamic Portfolio Selection: The Relevance of Switching Regimes and Investment Horizon

EFMA 2002 London Meetings
Number of pages: 26 Posted: 28 May 2002
Andreas Graflund and Birger Nilsson
Lund University - Department of Economics and Lund University - Department of Economics
Downloads 390 (73,923)
Citation 12

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intertemporal hedging, dynamic portfolio selection, regime switching

2.

A Bayesian Inference Approach to Testing Mean Reversion in the Swedish Stock Market

EFMA 2000 Athens; Department of Economics Working Paper No. 2000:8
Number of pages: 21 Posted: 07 Dec 2000
Andreas Graflund
Lund University - Department of Economics
Downloads 372 (78,081)
Citation 1

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Market efficiency, variance ratio, Gibbs sampling, hidden Markov chains, MCMC

3.

Empirical Probability Distributions of Real Return from Swedish Stock and Bond Portfolios

EFMA 2002 London Meetings
Number of pages: 25 Posted: 28 May 2002
Andreas Graflund
Lund University - Department of Economics
Downloads 197 (151,947)
Citation 4

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Empirical distribution, stock returns, bond returns, markovian bootstrap, MCMC