Sökning: "Arien Haghshenas"

Hittade 2 uppsatser innehållade orden Arien Haghshenas.

1. 1. Factor Investing and ESG Integration in Regime-switching Models- An Empirical Study on ESG Factor Integration Using Infinite Hidden Markov Models

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Arien Haghshenas; Martin Karim; [2022-06-29]
   Nyckelord :ESG; Hidden Markov Models; Factor investing; Machine learning; Portfolio construction; Regime-switching models;

   Sammanfattning : ESG investing is an active area of interest, both for the investment and academic communities. However, research is inconclusive on the financial benefits of integrating ESG factors in portfolio construction. LÄS MER

3. 2. What causes fluctuations in the exchange rate? A quantitative study on the underlying variables that affects the Swedish Krona and Euro exchange rate

   Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Författare :Oskar Fagerholm; Arien Haghshenas; [2020-02-18]
   Nyckelord :;

   Sammanfattning : This paper focuses on analysing the SEK/EURO exchange rate and focuses on testing if 5 specific variables chosen based on previous research affect the SEK/EURO rate. The study uses monthly data from January 2000 to September 2019, the five variables tested are Interest Rate differentials, Inflation Rate differentials, Yield Curve differentials, Implied Volatility Index and the difference in Economic Sentiment. LÄS MER