Matematiska Institutionen
Department of Mathematics
Master’s Thesis
Forecasting the Equity Premium and
Optimal Portfolios
Johan Bjurgert and Marcus Edstrand
Reg Nr: LITH-MAT-EX--2008/04--SE
Linköping 2008
Matematiska institutionen
Linköpings universitet
581 83 Linköping
Forecasting the Equity...