Essays about: "Rikard Engberg"

Found 2 essays containing the words Rikard Engberg.

1. 1. Does an anchor help you float? Nordic IPOs: Underpricing, aftermarket performance and the effect of cornerstone investors

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Viktor Borg; Rikard Engberg; [2016]
   Keywords : Nordic IPOs; Underpricing; Aftermarket performance; Cornerstone investors;

   Abstract : This paper studies mainly the underpricing and aftermarket performance of 145 Nordic initial public offerings in two separate time periods, 2005-2007 and 2013-2016. This paper also examines the presence of cornerstone investors in recent IPOs. READ MORE

3. 2. Time-Varying Correlation and the Benefits of Cross-Asset Class Diversification

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Tobias Lideus; Rikard Engberg; [2013]
   Keywords : Correlation; Diversification; Investment Management; Corporate bonds; Sharpe ratio;

   Abstract : In this thesis, return data on the US stock and corporate bond markets together with gold and WTI-Crude Oil prices over the period 1987 - 2012 were used to examine the time-varying correlations and benefits from cross-asset class diversification. It concludes that correlations vary distinctly over time and an all-equity investor benefit from having positions in the bond market, as investment grade bonds have shown a generally low or negative correlation with the stock market during crises. READ MORE