Sökning: "Hannes Thorstensson"

Hittade 2 uppsatser innehållade orden Hannes Thorstensson.

1. 1. There Is Nothing Certain But The Uncertain

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Hannes Thorstensson; Carl Tjernberg; [2023]
   Nyckelord :Uncertainty; Vol-of-vol; Ambiguity; Asset Pricing; Business and Economics;

   Sammanfattning : Risk and risk aversion are crucial concepts in finance. Models in finance typically assume a known probability distribution of returns, which does often not hold in reality. This papers aims to measure the uncertainty surrounding the probability distribution in equity markets and to evaluate if such uncertainty is priced. LÄS MER

3. 2. Optimist? Javisst!

   Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Filip Blazevic; Hannes Thorstensson; [2022]
   Nyckelord :Analyst Estimates; Consensus Estimates; Forecast Accuracy; Forecast Error; Forecast Horizon; Business and Economics;

   Sammanfattning : The main objective of this paper is to examine the role of equity research analysts as a source of information to investment decisions by analyzing the accuracy of consensus estimates in the Swedish stock market in 2011-2020. The study expects to provide an overview of the accuracy of consensus estimates and thus contribute to educating investors about when estimates are reliable. LÄS MER