Essays about: "Carl Wessberg"
Found 1 essay containing the words Carl Wessberg.
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1. Can abnormal returns be explained by the risk of failure?
University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering; Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : The aim of this study is to test, on a specific sample if the abnormal returns or alpha, as defined by the Capital Asset Pricing Model (CAPM) and the Fama-French Three Factor Model (FF-TFM), can be explained by the risk of failure measured using the Skogsvik probability of default model. The study tests data over a 20 year period for 133 Swedish listed companies within the sectors manufacturing, quarrying and mining, and IT. READ MORE
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