You might also like

More about Alpha and the Risk of Failure

• Book details
• Synopsis
• Trending among others

You get 137 loyalty points

Book synopsis

This study aims to test, on a specific§sample, if abnormal returns or alpha, as defined§by the Capital Asset Pricing Model (CAPM) and the§Fama-French Three Factor Model (FF-TFM), can be§explained by the risk of failure measured using the§Skogsvik probability of default model. The study§tests data over a 20 year period for 133 Swedish§listed companies within the sectors manufacturing,§quarrying and mining, and IT.

Book details

Book category Books in English Economics, finance, business & management Economics

• Full title: Alpha and the Risk of Failure
• Subtitle: Can Abnormal Returns be Explained by the Risk of Failure?
• Author: Gustav Ohlsson
• Language: English
• Binding: Paperback
• Number of pages: 84
• EAN: 9783639165098
• ISBN: 3639165098
• ID: 06824901
• Publisher: VDM Verlag
• Weight: 136 g
• Dimensions: 229 × 152 × 5 mm
• Date of publishing: 05. July 2009

Trending among others

---

---

---