Sökning: "book business"

Visar resultat 1 - 5 av 200 uppsatser innehållade orden book business.

  1. 1. Storskogen's portfolio diversification - A strategy for prosperity?

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

    Författare :Markus Johan Willem Ransved Nilsson; Gustaf Frumerie; [2023]
    Nyckelord :Serial acquirer; M A; Growth; Value Creation; Book-runners;

    Sammanfattning : This case study provides an in-depth description of the fast-paced M&A compounder Storskogen which has received noticeable media attention since its IPO in October 2021. Through examining the market sentiment surrounding the public market entry, the underwriting process, and its business model, potential reasons for its volatile and relatively poor stock performance are put forward. LÄS MER

  3. 2. Artificiell Intelligens i AEC-industrin : Hur kan det implementeras för att bidra till ett effektivt och produktivt byggprojekt?

    Kandidat-uppsats, Jönköping University/Tekniska Högskolan

    Författare :Karin Artling; Mustafa Yousefi; [2023]
    Nyckelord :Artificiell intelligens; Digitalisering AEC-industri; AI byggbranschen; Nyckelfaktorer AI; Implementering AI; Datadrivet byggprojekt;

    Sammanfattning : For a long-term period, the construction industry has been challenged by low growth rate performance, with strong relationships between reduced productivity, inefficient processes, and low level of digitalization. The industry is an important part of the development of society and generates considerable economic values that motivate change, by utilizing the forces of digitalization to a greater extent. LÄS MER

  4. 3. Into the Trading Book: Estimating Expected Shortfall

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Robin Eric Schmutz; Leonard Schneider; [2023]
    Nyckelord :Expected shortfall; Trading book; Historical simulation; Parametric estimation; Backtesting; Business and Economics;

    Sammanfattning : In light of the revised 2019 proposals constituting the Fundamental Review of the Trading Book, which amend the third Basel Accord, expected shortfall is set to replace value at risk as the risk measure dictating banks' capital reserving requirements for exposure to market risk. This paper examines how best to accurately estimate expected shortfall from a regulatory perspective by carrying out an array of non-parametric as well as parametric methods over the recent years of financial instability. LÄS MER

  5. 4. How Does the Three-factor Model Perform and What Explains its Performance? Empirical tests on Swedish stock portfolios

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionen

    Författare :Daniel Björck; [2023]
    Nyckelord :Three-factor model; stock returns; Swedish stocks; CAPM; Business and Economics;

    Sammanfattning : In this study the three-factor model of Fama and French (1992; 1993) is evaluated on portfolios of Swedish stocks. Both a cross-section and time series approach are used to evaluate the model. The results show that beta, size, and book-to-market are significant variables in explaining excess returns of Swedish stock portfolios. LÄS MER

  7. 5. Out of the Books and Into the Woods

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Elisabeth Molin; [2023]
    Nyckelord :Limit Order Book; Cryptocurrency; Random forest; Market Microstructure; Lead-lag; Business and Economics;

    Sammanfattning : The objective of this thesis is to analyze the predictive power of the cryptocurrency limit order book for return predictions. The analysis is performed for the BTC/USD and ETH/USD directional 10-second returns, using limit order book data from three of the largest cryptocurrency spot exchanges. LÄS MER