Essays about: "Emil Håkansson"
Found 2 essays containing the words Emil Håkansson.
-
1. Estimating Expected Shortfall Using Parametric and Non-Parametric Approaches
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : With the implementation of the Fundamental Review of the Trading Book in January of 2022, financial institutions will be obligated to implement Expected Shortfall as a means of determining market risk capital. With the transition from Value at Risk to Expected Shortfall, the question of how to accurately forecast Expected Shortfall arises. READ MORE
-
2. Value Investing on the Nordic Stock Market - Does the Magic Formula constitute a viable strategy for outperforming the market?
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : In this thesis we investigate if following the magic formula can yield superior investment returns in relation to the risk taken. The magic formula is a term coined by Joel Greenblatt, describing a systematic approach to successful stock investing. READ MORE