Sökning: "Investment Horizon"

Visar resultat 26 - 30 av 78 uppsatser innehållade orden Investment Horizon.

  1. 26. Energy efficiency investments in the commercial real estate business : A study of decision drivers on the Swedish market

    Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Industriell teknik

    Författare :Ben Sebastian Öhman; [2018]
    Nyckelord :real estate; energy consumption; decision drivers; Sweden; energy efficiency;

    Sammanfattning : The International Energy Agency has stated that it is more sustainable to improve the energy efficiency of already existing buildings than increasing the national energy production to provide inefficient buildings with even more energy, which would result in that an increased amount of resources required to power the existing energy inefficient building stock. Taken into consideration that buildings in Sweden consume about 40% of Sweden’s final energy consumption and count for about 36% of the total greenhouse gas emissions it becomes evident that in order to decrease Sweden’s carbon foot print, it is important to understand real estate investors decision-making process. LÄS MER

  2. 27. The Value of Financial Advisory Services

    Master-uppsats, KTH/Industriell Management

    Författare :VIKTOR CARLSON; [2018]
    Nyckelord :Financial Advisory Service; Utility Theory; Asset Allocation; Asset Location; Risk Aversion.; Finansiell rådgivning; nyttofunktion; tillgångsallokering; skattemiljö; riskaversion;

    Sammanfattning : Financial advisory services currently face many challenges such as adapting to regulations, competing against robot advisors and offering qualitative advice. We use a utility function based on the clients' risk preferences and investigated the value added by advisory services. LÄS MER

  3. 28. The Black Litterman Asset Allocation Model : An empirical comparison of approaches for estimating the subjective view vector and implications for risk-return characteristics

    Master-uppsats, Linköpings universitet/Nationalekonomi

    Författare :Viktor Trollsten; Sebastian Olsson; [2018]
    Nyckelord :;

    Sammanfattning : Background In the early 90’s, Black and Litterman extended the pioneering work of Markowitz by developing a model combining qualitative and quantitative research in a delicate optimization process. It allows for a subjective view parameter in a quantitative model and with absent views, the investor will have no reason to deviate from the market equilibrium portfolio. LÄS MER

  4. 29. Testing the Adaptive Markets Hypothesis : An examination of the variability of the risk-return trade-off over time and in different market environments

    Kandidat-uppsats, Södertörns högskola/Företagsekonomi

    Författare :Steve Sherlock; [2018]
    Nyckelord :Adaptive markets hypothesis; risk-return trade-off; volatility anomaly; market environment;

    Sammanfattning : A new hypothesis, The Adaptive Markets Hypothesis (AMH), is applied to the Swedish stockmarket context by testing the variability of the risk-return trade-off over different investment horizons and market environments. Yearly returns and volatility are measured on OMXS30 index between1986 and 2017 over a variety of different investment horizons. LÄS MER

  5. 30. 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; [2018]
    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