Essays about: "Emil Håkansson"

Found 2 essays containing the words Emil Håkansson.

  1. 1. Estimating Expected Shortfall Using Parametric and Non-Parametric Approaches

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Fredrik Hedman; Emil Håkansson; [2020]
    Keywords : Value at Risk; Expected Shortfall; Normal distribution; t-distribution; Historical Simulation; Extreme Value Theory; Peaks Over Threshold; Business and Economics;

    Abstract : With the implementation of the Fundamental Review of the Trading Book in January of 2022, financial institutions will be obligated to implement Expected Shortfall as a means of determining market risk capital. With the transition from Value at Risk to Expected Shortfall, the question of how to accurately forecast Expected Shortfall arises. READ MORE

  3. 2. Value Investing on the Nordic Stock Market - Does the Magic Formula constitute a viable strategy for outperforming the market?

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Emil Håkansson; Pontus Kvarnmark; [2017]
    Keywords : Value Investing; Sharpe Ratio; Nordic Stock Market; Magic Formula; Business and Economics;

    Abstract : In this thesis we investigate if following the magic formula can yield superior investment returns in relation to the risk taken. The magic formula is a term coined by Joel Greenblatt, describing a systematic approach to successful stock investing. READ MORE