Essays about: "Rasmus Håkansson"

Found 2 essays containing the words Rasmus Håkansson.

1. 1. Mutual fund performance in the Swedish premium system - Beyond the mean-variance framework

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Rasmus Håkansson; [2017]
   Keywords : PPM mutual fund performance higher moments Sharpe ratio; Business and Economics;

   Abstract : This paper presents an evaluation of the Swedish pension system, using performance measures that accounts for higher moments of the distribution. The aim of this study is to analyze the relationship between the classical Sharpe ratio and more sophisticated measures, while specifically focusing on the outcome of the default fund in the system. READ MORE

3. 2. The impact of monetary policy announcements on stock prices - A panel data study on large Swedish firms

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Rasmus Håkansson; [2016]
   Keywords : Monetary policy announcements stock prices panel data fixed effects different industries impact effects Riksbank FED; Business and Economics;

   Abstract : This thesis aims to investigate the impact of domestic- and foreign monetary policy on stock returns of Swedish firms, currently listed at the Nasdaq Large Cap. Daily stock returns are regressed against FOMC- and Riksbank policy changes respectively on the day of their announcements, using a fixed effects model. READ MORE