Essays about: "John-Edward Olingsberg"

Found 2 essays containing the words John-Edward Olingsberg.

1. 1. IN SEARCH OF A PARSIMONIOUS BANKRUPTCY MODEL FOR PRIVATE FIRMS AND THE COST TO LENDERS

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : John-Edward Olingsberg; Oscar Küntzel; [2019]
   Keywords : Private Default Prediction; Hazard Model; Basel III; Misclassification Costs; Parsimonious;

   Abstract : This paper comprehensively reviews in excess of 200 financial and non-financial covariates in search of a parsimonious bankruptcy prediction model for the private market. Financial and real-estate companies aside, the entire population of Swedish independent, limited liability companies are examined between 1998-2017 corresponding to 245,844 unique companies and 55,411 corporate default events. READ MORE

3. 2. Solving the Swedish Muni Puzzle - Piece By Piece

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Oscar Küntzel; John-Edward Olingsberg; [2017]
   Keywords : The Muni Puzzle; Bond Yields; Liquidity; Bid-Ask Spreads;

   Abstract : This paper examines whether liquidity premiums can explain the Swedish muni puzzle. The Swedish institutional climate presents a unique setting where default risk and taxes are equivalent in the context of municipal and treasury bonds. READ MORE