Essays about: "Shumway"

Found 3 essays containing the word Shumway.

  1. 1. The role of media reported weather shocks on mutualfund capital flow : A comparison of socially responsible- and conventional funds

    University essay from Umeå universitet/Företagsekonomi

    Author : Bizuayehu Tefera; [2020]
    Keywords : Capital flow; Weather shocks; Socially responsible investment;

    Abstract : Identifying factors that affect the flow of mutual fund capital and betweenmutualfund types hasthe potential, among others,to relief fund management and investors from unnecessary administrative costs. This study investigated the role media reported weather shocks have on socially responsible and conventional mutual trust funds’capital flow. READ MORE

  3. 2. IN SEARCH OF A PARSIMONIOUS BANKRUPTCY MODEL FOR PRIVATE FIRMS AND THE COST TO LENDERS

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : John-Edward Olingsberg; Oscar Küntzel; [2019]
    Keywords : Private Default Prediction; Hazard Model; Basel III; Misclassification Costs; Parsimonious;

    Abstract : This paper comprehensively reviews in excess of 200 financial and non-financial covariates in search of a parsimonious bankruptcy prediction model for the private market. Financial and real-estate companies aside, the entire population of Swedish independent, limited liability companies are examined between 1998-2017 corresponding to 245,844 unique companies and 55,411 corporate default events. READ MORE

  4. 3. Does The Investor Get Compensated for Investing in Risky Corporate Bonds?

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Sanna Batz; Arvid Eriksson; [2012]
    Keywords : Corporate Bonds; Default Risk; Expected Return; Yield Spread; Credit Ratings;

    Abstract : This study investigates if the investor in US corporate bonds gets sufficiently compensated for default risk. This is done by examining the expected excess return for corporate bonds across varying levels of default probability. READ MORE