Sökning: "Philip Hagander"
Hittade 1 uppsats innehållade orden Philip Hagander.
1. Is Default Risk Systematic? An Augmentation of the Fama and French Three-Factor Model with Credit-Default Swap Spreads
Magister-uppsats, Lunds universitet/Företagsekonomiska institutionenSammanfattning : The purpose of the study is to quantitatively verify the systematic property of default risk and to statistically test if adding a default risk factor to the Fama and French Three-Factor Model can enhance its performance. The applied method is derived from the Fama and French Three- factor methodology and enhancing it with an additional default risk factor. LÄS MER
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