Sökning: "Fredrik Tingets"

Hittade 3 uppsatser innehållade orden Fredrik Tingets.

  1. 1. Climate Change Coverage and the Performance of Green and Brown Equities

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Anton Flygare; Fredrik Tingets; [2023]
    Nyckelord :climate change; green investments; equities; sustainability; news; Business and Economics;

    Sammanfattning : Climate change has emerged as one of the world’s most pressing issues, a development that has prompted investors to shift their focus accordingly, catalysing a significant increase in green investments. This study is set against this backdrop, focusing on the performance of portfolios of European firms classified as low or high emission intensity – green or brown respectively – during an eight-year period, from January 2010 to June 2018. LÄS MER

  3. 2. The Determinants of CDS Spreads During the COVID-19 Pandemic

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Anton Flygare; Fredrik Tingets; [2022]
    Nyckelord :Credit Default Swap; CDS spreads; Credit Risk; COVID-19; Business and Economics;

    Sammanfattning : This paper investigates the determinants of CDS spreads in the US, following the spread of the COVID-19 pandemic in early 2020. The pandemic led to an increased volatility and credit risk, as supply and demand suffered. By introducing measures related to COVID-19 we try to explain changes in CDS spreads in the US during the pandemic. LÄS MER

  4. 3. Passivt och aktivt förvaltade fonder - En studie om relationen mellan förvaltningsstil och riskjusterad avkastning.

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Viktor Linde; Fredrik Tingets; [2021]
    Nyckelord :fund management; Sharpe Ratio; Treynor Ratio; Jensen s Alpha; Business and Economics;

    Sammanfattning : The purpose of this thesis is to examine whether active fund management gives higher risk adjusted returns in comparison to index funds. This will be done by the use of three different performance measures, Sharpe ratio, Treynor ratio, and Jensen’s Alpha, the aim is to examine 116 mutual funds in the Swedish fund market over the time period of 2016-2021. LÄS MER