Sökning: "Capital weighted"

Visar resultat 21 - 25 av 73 uppsatser innehållade orden Capital weighted.

  1. 21. Jakten på kapital : Basel III:s effekter för finansiering av kommersiella fastigheter

    Kandidat-uppsats, KTH/Fastigheter och byggande

    Författare :Hedda Brinklert; Linn Nilsson; [2020]
    Nyckelord :Basel III; commercial real estate; real estate financing; debt; Swedish real estate market; Basel III; kommersiella fastigheter; fastighetsfinansiering; skuldfinansiering; svenska fastighetsmarknaden;

    Sammanfattning : Kommersiella fastigheter är en kapitalintensiv tillgång, i behov av externt kapital, med flertalet intressenter. Syftet med uppsatsen är att studera effekten av regelverket Basel III genom att se hur fastighetsbolagens finansiering av kommersiella fastigheter har förändrats mellan år 2014 och år 2019. LÄS MER

  3. 22. Januarieffekten inom large cap och mid cap bolag : En studie på svenska börsmarknaden

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Författare :Hampus Malmquist; Anton Hansson; [2020]
    Nyckelord :January effect; Season anomaly; Efficient market hypothesis; Capital asset pricing model; Behavioral finance;

    Sammanfattning : The stock market have received a fair amount of attention in the media recently as a result of the ongoing covid-19 pandemic. The question arouse if there is one month in the year that outperforms all other months in the stock market. A well known anomaly in the world of finance referred to as, the January effect, came up to discussion. LÄS MER

  4. 23. Estimating Expected Shortfall Using Parametric and Non-Parametric Approaches

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Fredrik Hedman; Emil Håkansson; [2020]
    Nyckelord :Value at Risk; Expected Shortfall; Normal distribution; t-distribution; Historical Simulation; Extreme Value Theory; Peaks Over Threshold; Business and Economics;

    Sammanfattning : With the implementation of the Fundamental Review of the Trading Book in January of 2022, financial institutions will be obligated to implement Expected Shortfall as a means of determining market risk capital. With the transition from Value at Risk to Expected Shortfall, the question of how to accurately forecast Expected Shortfall arises. LÄS MER

  5. 24. Strategic optimization of a global bank capital management using statistical methods on open data

    Master-uppsats, KTH/Matematisk statistik

    Författare :Thibaud Barreau; [2020]
    Nyckelord :datascience; regression; genetic algorithms; capital management; statistics; banking; datavetenskap; regression; genetiska algoritmer; kapitalhantering; statistik; bank;

    Sammanfattning : This project is about the optimization of the capital management of a French global bank. Capital management corresponds here to allocating the available capital to the different business units. LÄS MER

  7. 25. Wasted Biogas : Economic analysis of biogas recovery adjoined to existing incineration facility in Sweden

    Kandidat-uppsats, KTH/Skolan för industriell teknik och management (ITM)

    Författare :Tobias Johansson; Theo Målsten; [2020]
    Nyckelord :Anaerobic Digestion AD ; Residual Waste; Food Waste; Energy Recovery; Biogas Recovery; Incineration; Sweden; Economic Assessment;

    Sammanfattning : Biogas is of growing interest in Sweden, and a public inquiry suggested the government to set a goal of producing 10 TWh biogas in 2030 although only 2 TWh biogas was produced in Sweden in 2018 (Regeringskansliet, 2019) (Klackenberg, 2019). To achieve this optimistic goal and to meet the increased demand of biogas, new biogas production facilities needs to be built. LÄS MER