Essays about: "Patrik Essunger"

Found 2 essays containing the words Patrik Essunger.

  1. 1. Parametric Value-at-Risk in Leptokurtic Distributions

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Lulu Valevie; Patrik Essunger; [2016]
    Keywords : Value-at-Risk; Leptokurtic; Student s t-distribution; Currencies; Commodities;

    Abstract : Value-at-risk offers a quick estimate of the market risk exposure inherent in an asset or portfolio. A wide range of value-at-risk methods exist, which differ slightly in the estimation procedures and their assumptions. READ MORE

  3. 2. Long-run Performance of Market-timing IPOs

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Andreas Jallinder; Patrik Essunger; [2014]
    Keywords : Performance; IPO; Investor Sentiment; Market-timing;

    Abstract : In this paper we examine the long-term performance of firms that conduct their IPO in periods of high investor sentiment. We use different measures of returns and conclude that the value-weighted risk-adjusted buy-and-hold return is the most appropriate measure to use. READ MORE