Sökning: "Oskar Rosberg"

Hittade 2 uppsatser innehållade orden Oskar Rosberg.

1. 1. An alternative approach for investigating risk factors

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

   Författare :Erik Graf; Oskar Rosberg; [2016]
   Nyckelord :Asset pricing; Fama and French five-factor model; Investment variable; Asset turnover; DuPont analysis;

   Sammanfattning : Studying the five-factor asset pricing model developed by Eugene F. Fama and Kenneth R French in 2015, this paper finds conclusive evidence that the premium awarded to non-financial, American firms for exposure towards the newly added investment factor differs depending on firm characteristics. LÄS MER

3. 2. Resolving the Exchange Rate Puzzle

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

   Författare :Oskar Rosberg; Erik Graf; [2015]
   Nyckelord :Exchange rate exposure; Switzerland; SIX Swiss Exchange; Currency peg; Firm value;

   Sammanfattning : This paper aims to contribute to the current discussion on the effects of exchange rate exposure on firm value. Particularly, it makes an attempt to resolve the exchange rate puzzle, a phenomenon based on the ambiguous results derived from existing literature. LÄS MER