Sökning: "Daniel Boros"
Hittade 3 uppsatser innehållade orden Daniel Boros.
- Master-uppsats, KTH/Matematisk statistik
Sammanfattning : In the wake of the sub-prime crisis of 2008, the European Insurance and Occupational Pensions Authority issued the Solvency II directive, aiming at replacing the obsolete Solvency I framework by 2016. Among the quantitative requirements of Solvency II, a measure for an insurance firms solvency risk, the solvency risk capital, is found. LÄS MER
2. Does size matter? : An empirical study modifying Fama & French's three factor model to detect size-effect based on turnover in the Swedish marketsKandidat-uppsats, Linköpings universitet/Linköpings universitet/NationalekonomiFilosofiska fakulteten; Linköpings universitet/Linköpings universitet/NationalekonomiFilosofiska fakulteten
Sammanfattning : This thesis investigates whether the estimation of the cost of equity (or the expected return) in the Swedish market should incorporate an adjustment for a company’s size. This is what is commonly known as the size-effect, first presented by Banz (1980) and has later been a part of models for estimating cost of equity, such as Fama & French’s three factor model (1992). LÄS MER
- Kandidat-uppsats, KTH/Matematik (Inst.); KTH/Matematik (Inst.)
Sammanfattning : During the last few years, there has been a lot of debate regarding the price ofelectricity on the Swedish market. According to a recent survey from Sifo, anon-bias governmental institute for consumer research and testing, the priceof electricity is what worries Swedish households the most. LÄS MER