Essays about: "Peter Dellgren"
Found 2 essays containing the words Peter Dellgren.
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1. Sector Rotation Strategy Applied on the Swedish Stock Market : Do Swedish sector indices experience momentum effects?
University essay from Företagsekonomiska institutionenAbstract : This thesis is an empirical analysis on momentum effects on the Swedish stock exchange’s sector indicesduring the period 2001 to 2009. The momentum effect is investigated by buying previous winner andshort selling previous losers with holding and formation periods over an intermediate time period (1-12month period). READ MORE
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2. Collateralized Mortgage Obligation
University essay from Företagsekonomiska institutionenAbstract : This thesis set out to explain the securitization process of subprime mortgages in order to investigate if there exist inherent factors of the process that may have contributed to the recent subprime crisis. A thorough exposition of securitization theory is made together with simulations of how cash flows and credit risks are estimated by the market. READ MORE