Essays about: "Rikard Wahlström"

Found 2 essays containing the words Rikard Wahlström.

  1. 1. Estimating expected shortfall using an unconditional peaks-over-threshold method under an extreme value approach

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Rikard Wahlström; [2021]
    Keywords : expected shortfall; peaks-over-threshold; extreme value theory;

    Abstract : Value-at-Risk (VaR) has long been the standard risk measure in financial risk management. However, VaR suffers from critical shortcomings as a risk measure when it comes to quantifying the most severe risks, which was made especially apparent during the financial crisis of 2007–2008. READ MORE

  3. 2. Are unsustainable dividend-payers punished by the market? Evidence from Swedish firms

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Yanan Zhao; Rikard Wahlström; [2019]
    Keywords : unsustainable; dividend-payers; dividends; earnings; abnormal return;

    Abstract : We examine the phenomenon of firms that distribute dividends in excess of reported earnings, that is, 'unsustainable dividend-payers' in the Swedish market. Our hypothesis is that these firms will experience lower abnormal returns compared to their counterparts in both short and long term. READ MORE