Sökning: "Corporate bonds"

Visar resultat 11 - 15 av 86 uppsatser innehållade orden Corporate bonds.

  1. 11. Forecasting High Yield Corporate Bond Industry Excess Return

    Master-uppsats, KTH/Matematisk statistik

    Författare :Carlos Junior Lopez Vydrin; [2018]
    Nyckelord :;

    Sammanfattning : In this thesis, we apply unsupervised and supervised statistical learning methods on the high-yield corporate bond market with the goal of predicting its future excess return. We analyse the excess return of industry based indices of high-yield corporate bonds belonging to the Chemical, Metals, Paper, Building Materials, Packaging, Telecom, and Electric Utility industry. LÄS MER

  2. 12. Can the corporate bond issuances of Swedish real estate firms be estimated and predicted by publicly available data?

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

    Författare :Lovisa Bernhardsson; Ellinor Lindstén; [2018]
    Nyckelord :Corporate Bonds; Swedish Bond Market; Real Estate Sector; Prediction Model;

    Sammanfattning : The Swedish corporate bond market has in recent years experienced increased activity. The real estate sector has been particularly active, and in 2017 it accounted for 40 percent of the total outstanding volume of corporate bonds denominated in Swedish kronor. LÄS MER

  3. 13. Green is the New Black : A study of investor reliance in green bond investments in the Swedish real estate market

    Master-uppsats, KTH/Fastigheter och byggande; KTH/Fastigheter och byggande

    Författare :Mathilda Ingelgård; Louise Regnell; [2018]
    Nyckelord :Green bonds; real estate financing; transparency; greenwashing; sustainability; Gröna obligationer; fastighetsfinansiering; transparens; greenwashing; hållbarhet;

    Sammanfattning : After the environmental debate was put firmly into economics literature, an emerging sustainable finance sector attempts to discipline corporate social and environmental behaviour, in which the financial markets and the real estate sector have been stated to play particularly important roles. Research within Swedish real estate financing has identified a growing interest of sustainable financing, mentioning green bonds in particular. LÄS MER

  4. 14. Optimizing the Nuclear Waste Fund's Profit

    Kandidat-uppsats, Stockholms universitet/Företagsekonomiska institutionen; Stockholms universitet/Företagsekonomiska institutionen

    Författare :Zakaria Kazi-tani; André Ramirez Alvarez; [2018]
    Nyckelord :Nuclear Waste Fund; optimization; the Markowitz portfolio theory; strategic asset allocation; tactical asset allocation; polynomial regression; bonds; disposal; Kärnavfallsfonden; nuclear waste; the Legal; Financial and Administrative Services Agency; MATLAB;

    Sammanfattning : The Nuclear Waste Fund constitutes a financial system that finances future costs of the management of spent nuclear fuel as well as decommissioning of nuclear power plants. The fund invests its capital under strict rules which are stipulated in the investment policy established by the board. LÄS MER

  5. 15. CATASTROPHE BONDS - An investment analysis of their performance and diversification benefits

    Kandidat-uppsats,

    Författare :Viktor Karlsson; Emelie Karnebäck; [2017-07-03]
    Nyckelord :;

    Sammanfattning : This thesis employs total return indices to investigate if catastrophe bonds are zero-beta assets and how they have performed compared to other assets. We conduct time series regressions and conclude that catastrophe bond returns are correlated with both the return of the equity- and the high yield corporate bond market during the subprime financial crisis, but find no significant correlation after the crisis. LÄS MER