Sökning: "Investment Horizon"

Visar resultat 1 - 5 av 59 uppsatser innehållade orden Investment Horizon.

  1. 1. The Causal Relationships Between ESG and Financial Asset Classes : A multiple investment horizon wavelet approach of the non-linear directionality

    Master-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Nationalekonomi

    Författare :Emil Andersson; Mahim Hoque; [2019]
    Nyckelord :ESG; Non-linear; Granger causality; Wavelet; Return performance; Directionality; Responsible investing; Sustainability; DCC-GARCH; VAR; Climate; Asset class; Investment horizon;

    Sammanfattning : This thesis investigates if Environmental, Social and Governance (ESG) investments can be considered as an independent asset class. As ESG and responsible investing has increased substantially in recent years, responsible investments have entered the portfolios with other asset classes too. LÄS MER

  2. 2. The Influence of a Private Equity Fund's Holding Period on the Performance of IPOs: Empirical Evidence from the UK

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

    Författare :David Derndorfer; Denis Lukasz Drung; [2019]
    Nyckelord :Financial Sponsors; Private Equity; Venture Capital; IPO; Holding Period;

    Sammanfattning : This paper analyses the effect of a private equity fund's holding period on the after-market performance of initial public offerings (IPOs) in the United Kingdom. We use a hand-collected sample of 166 sponsor-backed IPOs, which occurred on the London Stock Exchange's Main Market and Alternative Investment Market in the period from 2005 to 2015, to analyse the one-year and three-year buy-and-hold excess returns in relation to the private equity fund's holding period. LÄS MER

  3. 3. Investigating the Long- and the Short-Run Diversification Potential of REITs for Private Investors

    Magister-uppsats, Linköpings universitet/Institutionen för ekonomisk och industriell utveckling; Linköpings universitet/Institutionen för ekonomisk och industriell utveckling

    Författare :Klara Granath; Charlotta Carlsson; [2019]
    Nyckelord :REIT; Portfolio Diversification; DCC-GARCH; Johansen’s Cointegration; Granger Causality;

    Sammanfattning : Real estate is commonly viewed as a good diversification tool since the real estate market cycle exhibit low correlations to other asset classes. Moreover, Real Estate Investment Trusts (REITs) have become increasingly popular in the past decades since this investment form offers private investors a convenient way of diversifying stock portfolios with real estate. LÄS MER

  4. 4. A COMPREHENSIVE ANALYSIS OF THE SHAREHOLDER VALUE CREATION FROM SWEDISH SPIN-OFFS

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Niklas Grahn; Johan Särén; [2018-07-04]
    Nyckelord :Corporate Restructurings; Divestitures; Spin-offs; Abnormal Returns;

    Sammanfattning : MSc in Finance.... LÄS MER

  5. 5. Institutional Investors and Corporate Decision-Making: An investigation of the relationship between institutional ownership and R&D investments

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Författare :David Le; Carl Sörnäs; [2018]
    Nyckelord :R D; Institutional Investors; Investment Horizon; Myopia; Monitoring;

    Sammanfattning : In this paper we investigate the impact of institutional ownership on long-term corporate decision-making by analysing the relationship between institutional investment horizon and research and development (R&D) investments. Some critics argue that institutional investors put pressure on corporate boards to meet short-term objectives and therefore contribute to managerial myopia and obstruct long-term investments, which could be crucial for sustainable value creation. LÄS MER