Sökning: "Common Equity Risk"
Visar resultat 21 - 25 av 49 uppsatser innehållade orden Common Equity Risk.
21. Screening techniques, sustainability and risk adjusted returns. : - A quantitative study on the Swedish equity funds market
Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/FöretagsekonomiSammanfattning : Previous studies have primarily compared the performance of sustainable equity funds and non-sustainable equity funds. A meta-analysis over 85 different studies in the field concludes that there is no statistically significant difference in risk-adjusted returns when comparing sustainable funds and non-sustainable funds. LÄS MER
22. Structural Modelling of Credit Spreads on the European Bond Market: An Empirical Study
Master-uppsats, Lunds universitet/Matematisk statistikSammanfattning : This thesis empirically tests the explanatory power of structural models on the European corporate bond market. Using new evaluation methods, including LASSO and gradient boosting regression, we can provide an in-depth assessment of the models’ shortcomings. LÄS MER
23. Determinants of the spread of CET1 for European Banks : Quantitative study based on the 2016 EU-wide Stress test
Magister-uppsats, Umeå universitet/FöretagsekonomiSammanfattning : Historically, banks have always had a central role in the economy. Their decisions do not only affect their shareholders and customers but the whole economic system. LÄS MER
24. Aktiv och passiv fondförvaltning på den svenska marknaden : en kvantitativ studie om fonders avgift och avkastning
Kandidat-uppsats, Södertörns högskola/Institutionen för samhällsvetenskaperSammanfattning : Background: In Sweden one of the most common ways of saving money is through funds and investors have many options to choose between. It depends on the risks you are willing to take, the expected return and size of management fees. The fees charged by the management company varies a lot depending on if the funds are managed actively or passively. LÄS MER
25. Investment in Value: A Copula Approach
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : 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