Sökning: "Equity portfolio"
Visar resultat 11 - 15 av 307 uppsatser innehållade orden Equity portfolio.
11. Allokering av institutionellt kapital till private equity-fonder : Beslutsprocessen och kapitalets väg från svenska institutioner till private equity-fonder
Kandidat-uppsats, KTH/Fastighetsföretagande och finansiella systemSammanfattning : Private equity har under lång tid varit ett attraktivt alternativ vid allokering av kapital. Under de senaste fyrtio åren har tillgångsslaget fått mer fäste i Sverige. LÄS MER
12. Accounting for the Measurement Bias: A Study of Market Efficiency in the United States and the Relevance of Extensive Fundamental Analysis in Equity Valuation
D-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringSammanfattning : This thesis investigates abnormal returns over the period 1983-2021 from an investment strategy that is based on public accounting information. Investment positions are taken in US manufacturing firms and are held for 36 months using a self-financing (hedged) portfolio. LÄS MER
13. Private Equity och cirkulär ekonomi : Barriärer och drivkrafter
Kandidat-uppsats, Uppsala universitet/Industriell teknikSammanfattning : The growing requirements for sustainability work and reporting for institutional investors necessitate change in the ever-evolving business landscape. One emerging concept gaining traction and being integrated into business strategies is that of the circular economy. LÄS MER
14. The ESG Power of the Board Seat - Comparative case studies of how private equity firms implement ESG strategies within their portfolio companies and manage them through the use of control systems
C-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringSammanfattning : This thesis aims to investigate how private equity firms use control systems to implement ESG-focused business activities within their portfolio companies. The chosen method was comparative case studies, with interviews and documents from two private equity firms. LÄS MER
15. Revisiting the Idiosyncratic Volatility Puzzle and MAX Effect in European Equity Markets
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : In light of traditional financial theory's argument that firm-specific risk should not impact future returns, the findings of the Idiosyncratic Volatility (IVOL) puzzle, as well as the Maximum Daily Returns (MAX) effect, have sparked a vibrant academic debate. Using data from January, 1993, to December, 2022, this paper presents European aggregate and country-level evidence at the intersection between the two asset pricing anomalies. LÄS MER