Sökning: "Gustaf Soldan Patrikson"

Hittade 2 uppsatser innehållade orden Gustaf Soldan Patrikson.

1. 1. Investment in Value: A Copula Approach

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

   Författare :Gustaf Soldan Patrikson; Victor Andrée; [2016]
   Nyckelord :factor investing; copula; tail dependence; diversification;

   Sammanfattning : We evaluate how factor equity strategies are optimally combined, focusing on the role of the value factor (HML) against the background of a recent academic discussion about its potential redundancy, and the discovery of the investment (CMA) and profitability (RMW) factors. The analysis is centered around a conditional joint return distribution from a dynamic copula model, which allows for simulation with a time-varying and non-normal dependence structure. LÄS MER

3. 2. The Role of Prospectuses and Guarantees in Rights Issues

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

   Författare :Patrik Lundell; Gustaf Soldan Patrikson; [2013]
   Nyckelord :Seasoned equity offer; Rights issue; Underwriting; Shareholder subscription; Overreaction;

   Sammanfattning : Seasoned equity offerings have been found to affect share prices dissimilarly depending on institutional differences. Much research has concerned itself with the choice of disparate flotation methods which seemingly affects firm value, as well as market reactions to SEO announcements. LÄS MER