Sökning: "Ali Khanzadi"

Hittade 2 uppsatser innehållade orden Ali Khanzadi.

1. 1. The Uncertainty of Risk - Volatility of Volatility in the Swedish Equity Market

   Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Ali Khanzadi; Fredrik Elliot; [2016]
   Nyckelord :Uncertainty; Volatility of Volatility; Aggregate risk factors; ICAPM; Business and Economics;

   Sammanfattning : In addition to market volatility, a stylized theoretical model and recent empirical findings suggests the existence of a premium for market volatility of volatility. By developing seven different measures of volatility of volatility and through the method of principal component analysis, we investigate if this aggregate uncertainty is priced in the Swedish equity market. LÄS MER

3. 2. Annonseringseffekten - Marknadsreaktion vid en nyemission under asymmetrisk information

   Kandidat-uppsats, Lunds universitet/Företagsekonomiska institutionen

   Författare :Ali Khanzadi; Ahliman Alex Huseyni; Patrik Wajnsztajn; [2014]
   Nyckelord :Business and Economics;

   Sammanfattning : .... LÄS MER