Sökning: "Common Equity Risk"

Visar resultat 6 - 10 av 49 uppsatser innehållade orden Common Equity Risk.

  1. 6. Cryptocurrency Return Predictors - A Replicative Reassessment Rising Stablecoin Growth - Cryptocurrency Return Predictors in New Market Conditions

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

    Författare :Erik Stålman; Alexander Ripe; [2022]
    Nyckelord :Cryptocurrency; Factors Model; Zero-Investment Long-;

    Sammanfattning : We successfully construct nine significant cryptocurrency return predictor strategies based on market capitalization, momentum and volatility characteristics. We replicate the methods used in the article "Common Risk Factors In Cryptocurrency" using a larger and more recent dataset encompassing changed cryptocurrency market conditions and asset composition (Liu, Tsyvinski, Wu, 2022). LÄS MER

  3. 7. - How Limited Partners define and evaluate risk in Private Equity

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Richard Johansson; [2021-06-30]
    Nyckelord :Private Equity; Limited Partners; Risk; Definition; Evaluation;

    Sammanfattning : Limited Partners (LPs) have a limited liability in the Limited Partnership Agreement (LPA) when investing into Private Equity (PE). However, due to their limited liability, LPs face different risks and have to manage and evaluate these risks differently due to the low transparency contributed from the General Partners (GPs). LÄS MER

  4. 8. Spelar storleken roll? : En kvantitativ studie om småbolagseffekten och investeringsstrategiers avkastning med fokus på företagens storlek

    Magister-uppsats, Linköpings universitet/Institutionen för ekonomisk och industriell utveckling; Linköpings universitet/Filosofiska fakulteten

    Författare :Elias Lithell; Niklas Ljungqvist; [2021]
    Nyckelord :Small firm effect; Investment strategies; P BV; small firms; Spotlight Stock Market; First North; Large Cap; Småbolagseffekten; investeringsstrategier; P BV; småbolag; Spotlight Stock Market; First North; Large Cap;

    Sammanfattning : Bakgrund: En av de vanligaste aspekterna vid investeringar är att åstadkomma hög avkastning samtidigt som risken hålls på en låg nivå. Risker kopplade till bolag beror på flera olika faktorer varaven anses vara bolagsstorleken. LÄS MER

  5. 9. An Examination of Nature-based Solutions for Coastal Adaptation in Southern Sweden

    Master-uppsats, Lunds universitet/Avdelningen för Riskhantering och Samhällssäkerhet

    Författare :Elizabeth Fiertz; [2021]
    Nyckelord :Green Infrastructure; Resilience; Disaster Risk Reduction; Climate Change Adaptation; Coastal Flood Protection; Erosion Protection; Earth and Environmental Sciences;

    Sammanfattning : While grey infrastructure, such as sea walls, have been the traditional method of mitigating coastal hazards there has been an increasing interest in adapting using natural processes, known as Nature-based Solutions (NbS). As with most places in the world, southern Sweden is facing an increase in coastal hazards due to climate change related sea level rise. LÄS MER

  7. 10. Ensemble Models for Trend Investing

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Emil Book; Emil Gnem; [2021]
    Nyckelord :Momentum; Machine Learning; Random Forest; Trend Investing; Dim Switch; Momentum; Maskininlärning; Random Forest; Trendinvestering; Dim Switch;

    Sammanfattning : Portfolio strategies focusing on following the trend, so called momentum based strategies, have been popular for a long time among investors and have had many academic studies, however with varying results. This study sets out to investigate different momentum trading signals as well as combining them in ensemble models such as Random Forest and the unique Dim Switch portfolio and then compare them to set benchmarks. LÄS MER