Sökning: "Bond price returns"

Visar resultat 1 - 5 av 24 uppsatser innehållade orden Bond price returns.

  1. 1. An Artificial Neural Network Approach to Algorithmic Trading

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Timmie Bengtsson; [2023]
    Nyckelord :Financial Markets; Machine Learning; Long Short-Term Memory; Gated Recurrent Unit; Recurrent Neural Networks; Time Series Analysis; Algorithmic Trading; Mathematics and Statistics;

    Sammanfattning : The field of machine learning has advanced significantly in recent decades, and, at the same time, computational power has improved to the point where training large machine learning models, such as artificial neural networks, is now accessible. Consequently, there has been a rise in the use of these models within the financial sector, with some firms leveraging them to assist with investment decisions. LÄS MER

  3. 2. Forecasting gold returns using principal component analysis from a large number of predictors

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

    Författare :Fredrik Allgén; [2023]
    Nyckelord :Forecasting; PCA; Gold; ARMA; Business and Economics;

    Sammanfattning : Gold is known in the financial world to be an important asset in unstable periods, especially as a hedge against inflation. If the gold price can be forecasted, it will be possible to strategically invest in gold rather than acquire it as a last-minute hedge against economic downturns. LÄS MER

  4. 3. Green Bonds : A study on the signaling effects of issuing green bonds in the Swedish real estate sector

    Master-uppsats, KTH/Fastighetsekonomi och finans

    Författare :Sophia Solberg; Wilma Olofsson; [2023]
    Nyckelord :Green bonds; Sustainability; Stock Market Reaction; Signaling Theory; Efficient Market Hypothesis; Real Estate Sector; Gröna Obligationer; Hållbarhet; Marknadsreaktioner; Signaleringsteorin; Effektiv Marknadshypotes; Fastighetssektorn;

    Sammanfattning : Green bonds have rapidly increased in popularity over the past years, and are often seen as afacilitator in achieving the Paris Agreement of limiting global warming to 2°C. The Swedishreal estate sector is one of the most frequent issuers in the Swedish green bond market, as itstands for 49% of the total volume outstanding. LÄS MER

  5. 4. Tick-Tock: Time to invest? : A Study of the Investment Performance of Luxury Watches versus Traditional Assets

    Master-uppsats, Linköpings universitet/Produktionsekonomi

    Författare :Gustav Sjöstedt; Sara Mannerford; [2023]
    Nyckelord :Veblen goods alternative assets traditional assets luxury watches hedonic pricing method hedonic characteristics regression analysis Sharpe ratio Treynor ratio CAPM Jensen’s alpha;

    Sammanfattning : Background: This study discusses the phenomenon of luxury goods as investment assets,focusing on luxury watches in particular. The rise of globalization and increased wealth,particularly among the middle and high-income groups in developing countries, hascreated a larger potential customer base for luxury items. LÄS MER

  7. 5. The Pricing of Green Bonds at Issuance : Is There Underpricing or a "Greenium"?

    Magister-uppsats, Jönköping University/IHH, Företagsekonomi

    Författare :Kristin Löffler; [2022]
    Nyckelord :green bonds; greenium; underpricing; signaling hypothesis; price pressure hypothesis; information-compensation hypothesis;

    Sammanfattning : This paper examines if green bonds incur underpricing or overpricing, that is, have a "greenium", at issuance. Using a global sample of 830 liquid green bonds priced between March 20, 2012 and March 24, 2022, this study estimates an empirical model of the initial returns through ordinary least squares and quantile regressions. LÄS MER