Sökning: "Fabian Mally"
Hittade 3 uppsatser innehållade orden Fabian Mally.
1. A Study of the Characteristics of Firms Undergoing Leveraged Buyouts in Europe
Master-uppsats, KTH/Industriell ekonomi och organisation (Inst.)Sammanfattning : In this thesis we examine the shared characteristics of companies that undergo leveraged buyouts from public markets in Europe between 2005-2015 and whether credit markets have an impact on these characteristics. This is done by conducting logistical regressions on public data and through interviews with industry professionals. LÄS MER
2. Constructing a Volatility Risk Premium Using Gaussian Process for Regression
C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : In this thesis we investigate the volatility risk premium (VRP) on OMXS30 and S&P 500 and the predictive capabilities of Gaussian Process for regression (GP) on the volatility of those indices. The results are evaluated by comparison with corresponding predictions of a few methods from the GARCH family as well as a naive approach. LÄS MER
3. Understanding the Importance of Commodities : How Price Movements in Commodities Affect Different Sectors
Kandidat-uppsats, KTH/Matematisk statistikSammanfattning : Most investors strive to maximise return, with lowest possible risk, by designing portfolios believed to perform well in the future. One way to accomplish this is through diversifying over different sectors, which is done best with a good understanding of different factors’ effect on specific sectors. LÄS MER