Sökning: "Equity Equities"

Visar resultat 1 - 5 av 34 uppsatser innehållade orden Equity Equities.

  1. 1. The Other Side of Equity Valuation: Unlock The Power of Expectations-Based Investing with a Reverse-Engineered Valuation Model

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för marknadsföring och strategi

    Författare :Lucas Nilsson; Isabelle Persson; [2023]
    Nyckelord :Corporate Valuation; Expectations-Based Investing; Residual Income Valuation Model; Return on Equity; Reverse-Engineered Valuation;

    Sammanfattning : Corporate valuations models have extensive use in practice and are cornerstones in the academic setting of finance. Traditional valuation models have the function to calculate the intrinsic value of a company on the basis of the forecasted performance of a company. LÄS MER

  3. 2. Flight to climate: liquidity commonality in brown equities

    Master-uppsats, Stockholms universitet/Företagsekonomiska institutionen

    Författare :Haiping Yu; [2023]
    Nyckelord :ESG; ESG Investing; Climate investing; Liquidity Commonality; Systematic Liquidity Risk;

    Sammanfattning : Emerging ESG studies have established a negative equilibrium correlation between ESG factors and stock returns in an economy predominately influenced by investors with nonpecuniary preference over high ESG credentials. However, little research has delved into a potential systematic liquidity risk phenomenon associated with aggregate trading activities of ESG-motivated investors who share a common nonzero ESG preference component in their utility function. LÄS MER

  4. 3. Decoding the Winning Strategy - An in-depth study of Swedish closed-end funds

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Fredrik Stenberg; Markus Albert; [2023]
    Nyckelord :Closed-end funds; predictability of stock returns; predicting investor targets; active ownership; Business and Economics;

    Sammanfattning : The predictability of stock returns, prediction of buyout targets and value creation by activist owners are well-researched areas. However, Swedish closed-end funds' outstanding performance has received little attention. LÄS MER

  5. 4. Volatility Timing using Machine Learning - An Application to a Signal Based Portfolio

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Filippa Lövgren; Julian Marvin Ulmer; [2022]
    Nyckelord :Machine Learning; Support Vector Machines; VIX; Volatility Timing; Portfolio Construction; Business and Economics;

    Sammanfattning : Recent events such as the covid-19 pandemic and the Russian-Ukrainian war have led to a tremendous increase in volatility, making financial markets riskier for investors. To see whether investors can counteract or profit from such risk, we develop a volatility timed trading strategy. LÄS MER

  7. 5. Financial Applications of Benford’s Law - A Mathematical Approach for Analyzing Financial Market Behaviour

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Peter Lindgren; Lucas Ternqvist; [2021]
    Nyckelord :Benford s Law; Financial market; Chi-square test; Index Indices ; Equity Equities ; Technical analysis; Volatility; Volume; Forecasting; Benfords Lag; Finansmarknaden; Chi-square test; Index; Aktier; Teknisk Analys; Volatilitet; Volym; Prognosticering;

    Sammanfattning : The increasing usage of algorithms and extensive collections of data have changed the discipline of finance and created new possibilities for analyzing the financial markets. To further explore the potential of developing new methods for understanding financial market behaviour, this thesis examines the first digit probability distribution of Benford's Law and its applicability within the financial markets. LÄS MER