Sökning: "Peter Dellgren"

Hittade 2 uppsatser innehållade orden Peter Dellgren.

  1. 1. Sector Rotation Strategy Applied on the Swedish Stock Market : Do Swedish sector indices experience momentum effects?

    Kandidat-uppsats, Företagsekonomiska institutionen

    Författare :Mattias Larsson; Peter Dellgren; [2009]
    Nyckelord :Sector Rotation Strategy; Momentum effects; Contrarian effects; CAPM; Efficient Market Hypothesis; Exchange Traded Funds;

    Sammanfattning : This thesis is an empirical analysis on momentum effects on the Swedish stock exchange’s sector indicesduring the period 2001 to 2009. The momentum effect is investigated by buying previous winner andshort selling previous losers with holding and formation periods over an intermediate time period (1-12month period). LÄS MER

  3. 2. Collateralized Mortgage Obligation

    Magister-uppsats, Företagsekonomiska institutionen

    Författare :Peter Dellgren; Mattias Larsson; [2009]
    Nyckelord :;

    Sammanfattning : This thesis set out to explain the securitization process of subprime mortgages in order to investigate if there exist inherent  factors  of  the process  that may have  contributed  to  the  recent  subprime  crisis. A  thorough  exposition  of securitization  theory  is made  together with  simulations  of  how  cash  flows  and  credit  risks  are  estimated  by  the market. LÄS MER