Essays about: "Carl Wessberg"

Found 1 essay containing the words Carl Wessberg.

  1. 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 ekonomi

    Author : Gustav Ohlsson; Fredrik Toll; Carl Wessberg; [2008]
    Keywords : Risk of failure; Alpha; Capital asset pricing model; Three factor model;

    Abstract : 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