Sökning: "Patrik Essunger"

Hittade 2 uppsatser innehållade orden Patrik Essunger.

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

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

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

   Sammanfattning : 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. LÄS MER

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

   C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

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

   Sammanfattning : 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. LÄS MER