Sökning: "Frontier Markets"

Visar resultat 6 - 10 av 26 uppsatser innehållade orden Frontier Markets.

  1. 6. The impact of Environmental, Social and Corporate Governance (ESG) practices on the financial performance of companies in emerging and frontier markets

    Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)

    Författare :Iuliana Kulakova; [2018]
    Nyckelord :Corporate social responsibility; ESG; Emerging and frontier markets; Principal component analysis; Firm value; Financial performance.; Corporate social responsibility; ESG; Tillväxtmarknader; Principalkomponentanalys; Företagsvärde; Finansiella resultat.;

    Sammanfattning : In this thesis, we explore the proprietary Environmental, Social and Corporate Governance (ESG) scores and analyze their impacts on firm valuation using the sample of 166 companies operating in 35 emerging and frontier markets. Three methods of ESG scores, Principal Component Analysis and regression analysis are used. LÄS MER

  3. 7. The rise of private equity in Asia: Is it hampered by perceived corruption?

    Master-uppsats, KTH/Industriell ekonomi och organisation (Inst.)

    Författare :MARTIN ULINDER; [2018]
    Nyckelord :: Perceived corruption; Private equity activity; Panel Data; Developed markets; Emerging markets; Frontier markets; Asia;

    Sammanfattning : This thesis examines the relationship between private equity activity and perceived corruption in Asian countries controlling for many different economic factors. The study finds indications that perceived corruption negatively affects private equity in Asia, however this is not statistically proven for all countries. LÄS MER

  4. 8. The Matching Process and Regional Disparities. An Efficiency Analysis of the Swedish Labour Market.

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Linnea Glans; Nezanet Habtom; [2017-07-28]
    Nyckelord :Matching efficiency; stochastic frontier; regional labour markets; financial crisis; Sweden;

    Sammanfattning : This thesis investigates the matching process between unemployed and unfilled vacancies in Swedish regional labour markets. Using a stochastic production frontier analysis, we are able to study differences in matching efficiency between regions and changes in overall matching efficiency over time. LÄS MER

  5. 9. Efficient Risk Factor Allocation with Regime Based Models

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Oscar Axelsson; [2017]
    Nyckelord :Risk Factors; Hidden Markov Models; Regime Models; Asset Allocation; Ecient Frontier; Shrinkage Factor; Baum-Welch Algorithm; EM algorithm.; Mathematics and Statistics;

    Sammanfattning : It is widely accepted that nancial mark behaviour is characterized by periodicity. However, in academia and practice financial markets are often modeled as time consistent, resulting in static investment strategies that are assumed to be ecient. LÄS MER

  7. 10. Emerging and Frontier Markets for Risk Averse Investors? : A study on equity risk premium and correlation in 96 markets.

    Magister-uppsats, Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Författare :Erik Kugelberg; [2016]
    Nyckelord :equity risk premium; correlation; diversification; portfolio theory; frontier markets; emerging markets; pension funds;

    Sammanfattning : Introduction: The portfolio theory states that an investor has to take into consideration expected return and variance to construct an optimal portfolio along the efficient frontier. The equity risk premium suggests that an investment’s expected return is related to the amount of risk it consists of. LÄS MER