Sökning: "student portfolio"

Visar resultat 1 - 5 av 403 uppsatser innehållade orden student portfolio.

1. 1. Climate Change Coverage and the Performance of Green and Brown Equities

   Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Anton Flygare; Fredrik Tingets; [2023]
   Nyckelord :climate change; green investments; equities; sustainability; news; Business and Economics;

   Sammanfattning : Climate change has emerged as one of the world’s most pressing issues, a development that has prompted investors to shift their focus accordingly, catalysing a significant increase in green investments. This study is set against this backdrop, focusing on the performance of portfolios of European firms classified as low or high emission intensity – green or brown respectively – during an eight-year period, from January 2010 to June 2018. LÄS MER

3. 2. Exchange Rate and Equity Market Dependence under Shifts in Volatility Expectations

   Master-uppsats, Lunds universitet/Matematisk statistik

   Författare :Vilhelm Samuelsson; [2023]
   Nyckelord :Exchange rates; Equity markets; Volatility; ARMA-GARCH; Copula; Exchange rate determination; Safe-haven; Portfolio rebalancing; Return chasing; Mathematics and Statistics;

   Sammanfattning : Exchange rate movements have important implications for both policy makers and investors, as they can have large effects on the real economy and the return on investments. Lately, their relation to capital flows have attracted growing interest due to the failure of macroeconomic fundamentals to explain them. LÄS MER

4. 3. Wealth Redistribution through Balance Sheet Revaluations - Evidence from Norway

   Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Gustav Sundén; [2023]
   Nyckelord :Inequality; Wealth; Monetary Policy; Inflation; Household Heterogeneity; Business and Economics;

   Sammanfattning : This thesis investigates the impact of fluctuations in inflation, monetary policy, and oil prices on the balance sheets of Norwegian households across the wealth distribution. Using a Bayesian Structural Vector Autoregression model, this study simulates the shocks and assesses their transmission through the unexpected inflation and portfolio composition channel throughout the wealth distribution. LÄS MER

5. 4. Predicting the Movement of the S&P 500 Index using Machine Learning

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

   Författare :Bakary Bah; [2023]
   Nyckelord :Machine Learning; S P 500 Index; Random Forest; Logistic Regression; Business and Economics;

   Sammanfattning : Predicting the stock market has been a longstanding topic of interest in financial research. It is regarded as a highly challenging but important task given the vital role the financial markets play in shaping the global economies. In this thesis, the goal is to predict the movement of the S&P 500 Index using machine learning methods. LÄS MER

7. 5. There Is Nothing Certain But The Uncertain

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Hannes Thorstensson; Carl Tjernberg; [2023]
   Nyckelord :Uncertainty; Vol-of-vol; Ambiguity; Asset Pricing; Business and Economics;

   Sammanfattning : Risk and risk aversion are crucial concepts in finance. Models in finance typically assume a known probability distribution of returns, which does often not hold in reality. This papers aims to measure the uncertainty surrounding the probability distribution in equity markets and to evaluate if such uncertainty is priced. LÄS MER