Essays about: "Axel Malgerud"

Found 2 essays containing the words Axel Malgerud.

  1. 1. Distress Risk - Quality or Junk? Nordic evidence on the ability of distress risk to explain variations in stock returns

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

    Author : Parham Abuhamzeh; Axel Malgerud; [2015]
    Keywords : Distress Anomaly; Probability of Failure; Cross Section; Asset Pricing Models; Stock Price Reaction;

    Abstract : The risk-return paradigm suggests there should be a positive association between distress risk (i.e. the probability of firm failure) and subsequent excess stock returns. However, we present puzzling evidence suggesting investors are not compensated for taking on additional distress risk. READ MORE

  3. 2. How to Invest the Swedish Occupational Pension - Are there any simple and easily applicable pension investment strategies generating better alphas than the Default Options do?

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Axel Malgerud; Philip Stenholm; [2014]
    Keywords : Occupational Pension; PPM; Carhart; Fama-French; Alpha;

    Abstract : During the last couple of years the Swedish Occupational Pension plan has gone through some alterations. Today the risk of future wealth lies with each individual and how to invest the pension contribution is a major decision for every Swede. READ MORE