Sökning: "Common Equity Risk"

Visar resultat 1 - 5 av 33 uppsatser innehållade orden Common Equity Risk.

  1. 1. Equity valuation and the incorporation of investment risk: insights from sell-side analysts

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Författare :Tobias Bengtsson; Daniel Nylund; [2018]
    Nyckelord :Investment risk; Sell-side equity analysts; Equity Valuation; Analyst behavior;

    Sammanfattning : This thesis explores how sell-side equity analysts incorporate investment risk into their valuations and analyses of common stocks. Interviews have been conducted with 20 Swedish analysts from 13 different institutions with the intention of gaining a deeper understanding of their behavior and thought processes. LÄS MER

  2. 2. Evaluating the Risk Premium in the Cross-Section of Commodity Futures

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Oliwer Berglund; Martin Rabe Gundersen; [2018]
    Nyckelord :Commodity Futures; Risk Premium; Asset Pricing Models; Fama-MacBeth; Specific Factors.; Business and Economics;

    Sammanfattning : Departing from the increased interest in and beneficial characteristics of investments in commodity futures evident in the literature. This paper evaluates the existence of factors that may explain the cross-section of commodity futures through macro, equity and commodity specific factors. LÄS MER

  3. 3. Financial Reporting for Contingent Convertibles in Banks: Liability or Equity?

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Osama Masri; Daniel Mörner; [2017-08-09]
    Nyckelord :Contingent Convertibles; CoCos; liability versus equity; IAS 32; Common Equity Risk; Stock return volatility; Basel III; Hybrid Financial Instruments;

    Sammanfattning : MSc in Accounting.... LÄS MER

  4. 4. Pricing contingent convertible bonds: A numerical implementation with the hybrid equity-credit model

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Maggie Wan-Chun Bogert; Zhang Zhao; [2017-07-25]
    Nyckelord :Contingent Convertible Bonds; Equity-credit Model; CoCos; Fortet Algorithms; Pricing;

    Sammanfattning : MSc in Finance.... LÄS MER

  5. 5. Investment in Value: A Copula Approach

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Gustaf Soldan Patrikson; Victor Andrée; [2017]
    Nyckelord :factor investing; copula; tail dependence; diversification;

    Sammanfattning : We evaluate how factor equity strategies are optimally combined, focusing on the role of the value factor (HML) against the background of a recent academic discussion about its potential redundancy, and the discovery of the investment (CMA) and profitability (RMW) factors. The analysis is centered around a conditional joint return distribution from a dynamic copula model, which allows for simulation with a time-varying and non-normal dependence structure. LÄS MER


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