Sökning: "European financial markets"

Visar resultat 1 - 5 av 172 uppsatser innehållade orden European financial markets.

  1. 1. The use of derivatives in corporate risk management - A value adding strategy?

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

    Författare :Agnes Strignert; [2024]
    Nyckelord :Risk Management; Derivatives; Hedging; Modigliani-Miller; Porsche;

    Sammanfattning : Part I:This study highlights the role of active risk management of currency risk exposure within large listed non-financial European firms. In the aftermath of the global pandemic and invasion of Ukraine, many firm across the global has experienced challenges in terms of sustaining stable cash flows. LÄS MER

  3. 2. Unveiling the Impact of ESG Ratings on Risk-Adjusted Returns : Evidence from European Companies

    Master-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :David Melin; Otta Alexander; [2023]
    Nyckelord :ESG; Sustainability; Risk-adjusted return; Risk factor; Factor model; Portfolio; Europe;

    Sammanfattning : This study uses a sample of 600 companies from Europe to investigate the risk-adjusted returns of four portfolios with high and low ESG ratings between 2011 and 2021. Four asset pricing models and additional measures for risk and return are tested on different portfolio weights. LÄS MER

  4. 3. Implementation and evaluation of the Heston-Queue-Hawkes option pricing model

    Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Sannolikhetsteori och kombinatorik

    Författare :Samuel Rosén; [2023]
    Nyckelord :HQH; Heston Queue Hawkes; Option Pricing; jump diffusion;

    Sammanfattning : Introduction: This thesis presents a python implementation and evaluation of the Heston-Queue-Hawkes (HQH) model, a recent jump-diffusion model for pricing options. The model is capable of tracking options for a wide range of different underlying assets. LÄS MER

  5. 4. The Journey of Discovering the European Landscape of Passive Index Investing: A Cross-Country Horse Race

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

    Författare :Filippa Hegardt; Gaurav Yashvardhan; [2023]
    Nyckelord :Passive Investing; Index Funds; Market Index; Sustainability; Europe;

    Sammanfattning : The European financial markets have witnessed two erupting trends in the last decade: passive index investing and sustainable investing. This research builds a unique data set that maps out the capital flows toward passive index investments over the last decade for six European countries. LÄS MER

  7. 5. To Sin or Not to Sin? A Study of Traditional and New Sin Stocks on the American Stock Market

    Kandidat-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Filip Eriksson; Herman Ljungberg; Oliver Lönegård; [2023]
    Nyckelord :Sin Stocks; New Sin Stocks; Sustainable Investments; Social Norms; Socially Responsible Investing; Business and Economics;

    Sammanfattning : This study aims to investigate the difference in stock return between traditional sin stocks, new sin stocks, and their respective peer stocks. The purpose was to expand the scarcely researched area of new sin stocks by being the first one to focus on new sin stocks on the American stock market (United States NYSE, AMEX, and NASDAQ stock exchanges), as this area has only been researched in Europe before. LÄS MER