Sökning: "Philip Robertsson"

Hittade 2 uppsatser innehållade orden Philip Robertsson.

1. 1. Strategic Asset Allocation - The Impact of Foreign Exposure on Portfolio Choice

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Philip Robertsson; [2016]
   Nyckelord :Strategic asset allocation; Dynamic programming; Foreign exposure; Portfolio choice; Certainty equivalent of wealth; Business and Economics;

   Sammanfattning : Plenty of research has been made on strategic asset allocation, but the focus on foreign market exposure is sparse. This paper analyzes how the investor’s portfolio choice is affected when exposed to four foreign assets, one domestic asset, and the risk free interest rate. LÄS MER

3. 2. Analys av Företagsobligationens Kreditspread

   Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Philip Robertsson; Niklas Carlson; [2015]
   Nyckelord :Corporate bonds; Credit spread; Credit market; Credit rating; Yield; Business and Economics;

   Sammanfattning : Title: Analysis of the Credit Spread on Corporate Bonds – A Study within the Swedish Credit Market Seminar Date: 3 June 2015 Course: NEKH01, Financial economics: Bachelor essay Authors: Philip Robertsson and Niklas Carlson Advisor: Bujar Huskaj Keywords: Corporate bonds, Credit spread, Credit market, Credit rating, Yield Purpose: The purpose is to examine which factors that might be affecting the credit spread of corporate bonds traded on the Swedish market. Methodology: The study is based on quantitative analysis of cross-sectional data which is contained from 31 corporate bonds emitted on the Swedish credit market. LÄS MER