Blar i Master Thesis på forfatter "Persson, Svein-Arne"
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Modeling credit risk for small and medium-sized enterprises : evidence from Norway
Cheraghali, Hamid (Master thesis, 2018)Primarily, this paper investigates the determining factors of default in the Norwegian small and medium-sized enterprises (SMEs). Using logit regressions on a database comprises over 280,000 Norwegian firms (with sales ... -
Negative ESG Screening and Investment Returns : A Study of the Norwegian Oil Fund and Excluded Stocks
Foyn, Mathias Halseth; Thorsø, Terje (Master thesis, 2023)This thesis investigates whether there is a difference in stock returns for the Norwegian Oil Fund and the companies they exclude from their investment universe due to breaches of their ethical guidelines between 2006 ... -
Nordic Corporate Spin-offs : An empirical study of long-term shareholder value creation through corporate spin-offs in the Nordic countries.
Green, Jonas Ø.; Roalkvam, Olav S. (Master thesis, 2023)This thesis investigates the long-term shareholder value creation associated with Nordic corporate spin-offs completed between 1996 and 2022. The Nordic region is fascinating, as it is an under-researched area on this ... -
Norwegian equity funds: an empirical study of active management & performance
Johnsen, Kristian Wiik; Storm, Lars Kristian (Master thesis, 2015)This thesis is a comprehensive study of fund management in Norway, with particular emphasis on active management and performance. The utilized sample include 59 Norwegian equity mutual funds from 1996-2014. In general, ... -
Oljeprisens påvirkning på oljeformuen : en evaluering av systematisk oljeprisrisiko og effektene av å ekskludere olje- og gassektoren fra Oljefondet
Mathisen, Andreas; Bekkerud, Patrik Sjødahl (Master thesis, 2018)For Norge som en oljenasjon, hvor mye har egentlig oljeprisen å si? Og hvilken samlet effekt vil man kunne forvente for de oljeknyttede verdiene til den norske stat dersom man ekskluderer olje- og gassektoren fra Oljefondets ... -
On the extent and origins of the Merton model`s credit spread puzzle : a study of the credit risk pricing of Norwegian corporate bonds 2003-2014
Langdalen, Håkon; Johansen, Vetle Holt (Master thesis, 2016)For decades, financial literature has attempted to understand the pricing of credit risk in corporate bonds, and the Merton (1974) model is one of the classic approaches to determine a theoretic size for this credit risk ... -
Optimal forsikringsportefølje for Frende Skadeforsikring : kan en optimal sammensetning av forsikringsbransjer bedre egenkapitalavkastningen?
Aadnesen, Margrete; Seim, Ragnhild (Master thesis, 2020)Denne masterutredningen undersøker om egenkapitalavkastningen til skade- og helseforsikringsporteføljen til Frende Skadeforsikring øker ved utnyttelse av en optimeringsmodell som opprinnelig brukes i aksjemarkedet. Vi ... -
Optimal kapitalstruktur for en bank : analyse av to strukturelle kredittmodeller
Hildre, Tor-André Leine; Aartun, Magnus Flom (Master thesis, 2018)Denne studien tar for seg to ulike kapitalstrukturmodeller, utviklet av henholdsvis Leland (1994) og Atreya, Mjøs og Persson (2016). Hovedfokuset er rettet mot å avdekke en optimal kapitalstruktur for en bank, og hvordan ... -
The determinants of recovery rates in the Nordic high yield bond market : an empirical study of the price development and market-based recovery of defaulted high yield bonds
Aarvik, Gard André; Nordli, Syver Melsnes (Master thesis, 2016)In this thesis, we analyse market-based recovery rates on 78 defaulted high yield bonds in the Nordic market, during the time-period from May 2014 to September 2016. First, we estimate market-based recovery rates, defined ... -
Valuation of extension options on offshore rig contracts on the NCS
Skaane, Cecilie; Wangen-Eriksen, Marianne (Master thesis, 2018)Offshore rigs are a necessary tool in exploration and development projects in the oil and gas industry. The offshore rig market is unique in the way that the majority of the rig fleet is owned by independent rig firms ...