Sökning: "Investment horizon"

Visar resultat 21 - 25 av 78 uppsatser innehållade orden Investment horizon.

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

   Magister-uppsats, 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

3. 22. 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 : This thesis investigates the universe of Swedish tax-exempt Lex ASEA spin-offs since the start of the new millennium from the perspective of short-term and long-term stock price performance. The intention to spin off a subsidiary is viewed positively by investors, represented by a significant increase of the market's valuation of the company's equity by 2. LÄS MER

4. 23. 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

5. 24. A not so revolutionizing tax reform - A comparative study of the Swedish Investeringssparkonto and capital gains account

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

   Författare :Johan Åberg; Jonatan Arblom Sundblad; [2018]
   Nyckelord :Investeringssparkonto; ISK; capital gains tax; taxation; EGARCH;

   Sammanfattning : In this thesis, a comparison of profitability is made between two different kinds of savings accounts, the regular capital gains account and the Swedish Investeringssparkonto (ISK account). The implementation of the Investeringssparkonto on the Swedish personal investment market led to major changes for investors and the account has become a favorite of many advisors. LÄS MER

7. 25. Risk-Managed Momentum Strategy Using Support Vector Machines

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Författare :Patrick Schneeberger; [2018]
   Nyckelord :Financial Market; Investment Decisions; Momentum Strategy; Support Vector Machines;

   Sammanfattning : Investment decisions are difficult to make, given the uncertainty about the future. For the purpose of reducing that uncertainty, I investigate, for one, how the consumer price index and the return on the 3-month US Treasury bill can be used by support vector machines to make monthly directional trend predictions of a value-weighted portfolio of stocks traded at AMEX, NYSE and NASDAQ. LÄS MER