Avancerad sökning

Hittade 3 uppsatser som matchar ovanstående sökkriterier.

  1. 1. On Lapse risk factors in Solvency II

    Master-uppsats, KTH/Matematisk statistik

    Författare :Daniel Boros; [2014]
    Nyckelord :;

    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

  3. 2. Does size matter? : An empirical study modifying Fama & French's three factor model to detect size-effect based on turnover in the Swedish markets

    Kandidat-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

    Författare :Daniel Boros; Claes Eriksson; [2014]
    Nyckelord :Fama French; Swedish markets;

    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

  4. 3. Analys av det nordiska kraftnätets påverkan på det svenska elspotpriset.

    Kandidat-uppsats, KTH/Matematik (Inst.)

    Författare :Daniel Boros; Viktor Joelsson; [2012]
    Nyckelord :;

    Sammanfattning : During the last few years, there has been a lot of debate regarding the price of electricity on the Swedish market. According to a recent survey from Sifo, a non-bias governmental institute for consumer research and testing, the price of electricity is what worries Swedish households the most. LÄS MER