Sökning: "Jacob Riben"

Hittade 2 uppsatser innehållade orden Jacob Riben.

1. 1. New factors in asset pricing

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

   Författare :Jacob Riben; Gabriel Leifland Berntsson; [2015]
   Nyckelord :Fama and French five-factor model; investments; profitability; book-to-market equity; size effect;

   Sammanfattning : The purpose of this thesis is to study the relationship between the different risk factors of the Fama and French (2015) five-factor model on Northern European data from 1985 to 2014. We find that their five-factor model for cross-sectional asset pricing, including market return, size, book-to-market equity (B/M), profitability and investment as factors of return, only performs slightly better than their three-factor model. LÄS MER

3. 2. Värdeskapande i Leveraged Buyouts i jämförelse med noterade företag

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

   Författare :Jacob Riben; Axel Warg; [2013]
   Nyckelord :Value creation; Private Equity; Index;

   Sammanfattning : The purpose of this thesis is to study the difference in value generation and its drivers between leveraged buyouts and listed companies. The primary objective is to observe if differences exist. A secondary objective is to understand the differences and attempt to provide an explanation based on earlier research on Private Equity. LÄS MER