Essays about: "Daniel Boros"
Found 2 essays containing the words Daniel Boros.
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1. On Lapse risk factors in Solvency II
University essay from KTH/Matematisk statistikAbstract : In the wake of the sub-prime crisis of 2008, the European Insurance and Occupational Pensions Authority issued the Solvency II directive, aiming at replacing the obsolete Solvency I framework by 2016. Among the quantitative requirements of Solvency II, a measure for an insurance firms solvency risk, the solvency risk capital, is found. READ MORE
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2. Does size matter? : An empirical study modifying Fama & French's three factor model to detect size-effect based on turnover in the Swedish markets
University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakultetenAbstract : This thesis investigates whether the estimation of the cost of equity (or the expected return) in the Swedish market should incorporate an adjustment for a company’s size. This is what is commonly known as the size-effect, first presented by Banz (1980) and has later been a part of models for estimating cost of equity, such as Fama & French’s three factor model (1992). READ MORE
