Essays about: "Gustaf Soldan Patrikson"
Found 2 essays containing the words Gustaf Soldan Patrikson.
-
1. Investment in Value: A Copula Approach
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : We evaluate how factor equity strategies are optimally combined, focusing on the role of the value factor (HML) against the background of a recent academic discussion about its potential redundancy, and the discovery of the investment (CMA) and profitability (RMW) factors. The analysis is centered around a conditional joint return distribution from a dynamic copula model, which allows for simulation with a time-varying and non-normal dependence structure. READ MORE
-
2. The Role of Prospectuses and Guarantees in Rights Issues
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : Seasoned equity offerings have been found to affect share prices dissimilarly depending on institutional differences. Much research has concerned itself with the choice of disparate flotation methods which seemingly affects firm value, as well as market reactions to SEO announcements. READ MORE