Sökning: "Axel Malgerud"

Hittade 2 uppsatser innehållade orden Axel Malgerud.

1. 1. Distress Risk - Quality or Junk? Nordic evidence on the ability of distress risk to explain variations in stock returns

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

   Författare :Parham Abuhamzeh; Axel Malgerud; [2015]
   Nyckelord :Distress Anomaly; Probability of Failure; Cross Section; Asset Pricing Models; Stock Price Reaction;

   Sammanfattning : The risk-return paradigm suggests there should be a positive association between distress risk (i.e. the probability of firm failure) and subsequent excess stock returns. However, we present puzzling evidence suggesting investors are not compensated for taking on additional distress risk. LÄS MER

3. 2. How to Invest the Swedish Occupational Pension - Are there any simple and easily applicable pension investment strategies generating better alphas than the Default Options do?

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

   Författare :Axel Malgerud; Philip Stenholm; [2014]
   Nyckelord :Occupational Pension; PPM; Carhart; Fama-French; Alpha;

   Sammanfattning : During the last couple of years the Swedish Occupational Pension plan has gone through some alterations. Today the risk of future wealth lies with each individual and how to invest the pension contribution is a major decision for every Swede. LÄS MER