Blar i NHH Brage på forfatter "Sørlie, Jonas Himberg"
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Is there a distress risk puzzle in the Norwegian market? : a hazard model approach
Sørlie, Jonas Himberg; Nitter, Snorre Lindseth (Master thesis, 2018)A fundamental principle in the financial literature is that assets with exposure to systematic risk should be compensated with a risk premium in returns. Thus, assuming financial distress risk is systematic, rational ...