Essays about: "Viktor Fredriksson"

Found 4 essays containing the words Viktor Fredriksson.

  1. 1. Backtesting Expected Shortfall A comparative empirical evaluation of different backtests

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Jesper Johansson; Viktor Fredriksson; [2020]
    Keywords : Expected Shortfall; Backtests; Value-at-Risk; Empirical; Risk; Business and Economics;

    Abstract : This paper empirically evaluates whether different backtests for Expected Shortfall (ES) produce similar results. In 2016, the Basel Committee on Banking Supervision proposed a shift from Value-at-Risk (VaR) to ES as the industry standard when calculating capital requirements for banks. However, ES has been found difficult to backtest. READ MORE

  3. 2. Do Private Equity Owned Companies Outperform? - A Study on the Swedish Market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Viktor Fredriksson; Andreas Westerberg; [2016]
    Keywords : Private Equity; Leveraged Buyout; Operating Performance;

    Abstract : In this paper, we first examine the private equity market in Sweden since its birth in the late 80s, and by gathering an extensive dataset of 368 transactions from 1988 to 2015, map how the industry has evolved over time. We conclude that not only has the number of companies held by private equity firms increased rapidly, but so has the breadth of industries targeted. READ MORE

  4. 3. Calculation of Fluid Dynamic Loads on a Projectile During Firing : Development of a CFD-modelling Approach

    University essay from Linköpings universitet/Mekanisk värmeteori och strömningslära

    Author : Viktor Hellberg; Rikard Fredriksson; [2016]
    Keywords : ;

    Abstract : The transition from inner to outer ballistics is a crucial part of the launch of a projectile from a recoilless rifle. Since a launch of the rifle is a rapid process and due to the extreme conditions in terms of accelerations and temperature, physical measurements are hard to achieve. READ MORE

  5. 4. Commodities to Solve for the Swedish Pension Fund Deficit

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Viktor Fredriksson; Ramil Hakim; [2012]
    Keywords : Commodities; Swedish AP Funds; Regulation; Portfolio Simulation;

    Abstract : Currently there is a deficit in the unfunded Swedish pension system that according to forecast will remain for a steady future. The Swedish pension (AP) funds act as buffer funds and thereby have the mission of covering this deficit. Therefore, it is crucial that the targets of the AP funds are met. Currently that is not the case. READ MORE