Finance Project Reports, Thesis, Financial Management Papers

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Survival mixture models for credit risk analysis

One shortcoming in the existing models for credit scoring is the assumption that all borrowers are at-risk, i.e. they must default in the long run. With this assumption, the models’ performance gets skewed in the ...

Effects of Stock Market Liquidity on Growth Project Report

Historically, it has been difficult to obtain solid data on stock market liquidity for large parts of the world. In recent years, however, the availability of data has improved, but does still have troubles with ...

Assessing Financial Stability: A Comparison of Financial Stability Reports Published by Sveriges Riksbank and Bank of England in 2008

The recognition of financial stability as a central public policy objective has led to a growing number of central banks publishing Financial Stability Reports (FSRs). In this study, FSRs published by Bank of England and ...

Valuation Effects of Index Inclusions – Evidence from Sweden

The paper studies the volume and share price effects on stocks added to a domestic as well as an overseas market index. Contrary to the vast majority of previous research, we document a mildly negative ...

Bidder Returns & Operating Performance : A Study on Relatively Large Acquisitions by Nordic Public Firms

We analyze the bidder announcement returns and operating performance on relatively large acquisitions undertaken by Nordic public firms during the years 1998-2003. We find bidder announcement returns to have increased by a median 1.46%. Operating ...

Project Portfolio Management Practices for Innovation – A Case Study at ABN AMRO

Project Portfolio Management is a tool for effective resource allocation, for the selection of those projects with the highest potential to become tomorrow’s new product and service winners. The accurate implementation of project portfolio methodology ...

Corporate Bonds: Analyzing the availability of the Swedish bond market

In order to grow, a company has to invest in many assets such as personnel, equipment and information. This investment stage ...

What factors are driving forces for credit spreads?

Introduction : Corporate bonds issued by companies as an instrument that can be used to keep the company’s cost of debt down on the primary market. Those bonds can be bought by anyone and then ...

Calculation of Industrial Services

Background and problem discussion: We believe it is of high interest studying potential problems with costing industrial services based on the fact that literature have stated that manufacturing are moving towards becoming more service oriented, ...

Irrational Indexation

Show that the value stock premium is the key determinant of the fundamental index premium observed in Swedish empirical data and why fundamental indices tend to display superior performance metrics such as high Sharpe ratios. ...

Finance Project Reports, Thesis, Financial Management Papers