Essays about: "John Rolfsson"

Found 2 essays containing the words John Rolfsson.

  1. 1. MERGING MOMENTUM -THE EFFECTS OF COMBINED CRASH MITIGATING STRATEGIES

    University essay from Göteborgs universitet/Graduate School

    Author : Sebastian Kavleskog; John Rolfsson; [2020-07-07]
    Keywords : momentum; momentum strategies; merging momentum; momentum crash; dynamic momentum; absolute strength momentum; extreme absolute strength momentum; risk-adjusted return; crash mitigating momentum;

    Abstract : Momentum strategies offer tempting expected returns but suffer from occasional momentum crashes. Crash mitigating strategies, such as the Absolute momentum (Gulen and Petkova, 2018) and Extreme absolute strength momentum (Yang and Zhang, 2019), have proven effective in alleviating momentum crashes, while also offering better risk-adjusted returns compared to relative momentum strategies. READ MORE

  3. 2. An analysis of the usage of preferred stock in Sweden

    University essay from

    Author : John Rolfsson; Erik Åkerlind; [2018-06-29]
    Keywords : Preferred stock; Financial distress; Agency cost;

    Abstract : This paper aims to explain why the few issuers of preferred stock in Sweden have chosen to issue this historically unpopular instrument. We examine characteristics of the issuers of preferred stock related to two possible explanations, the financial distress hypothesis and the agency costs hypothesis, relative to non-issuers. READ MORE