Sökning: "John"

Visar resultat 1 - 5 av 2137 uppsatser innehållade ordet John.

  1. 1. Vad speglar diskonteringsräntan - En kvantitativ studie av börsnoterade skogsbolag med biologiska tillgångar

    Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

    Författare :Richard Svensson; John Sjöberg; [2020-07-09]
    Nyckelord :;

    Sammanfattning : The purpose of this study is to investigate whether listed forest companies use the discount rateand thus the valuation of their biological assets as a tool to manage profit. Why this is of interestis because biological assets are valued at fair value, which means that the actual value of the assetmust be calculated. LÄS MER

  2. 2. MERGING MOMENTUM -THE EFFECTS OF COMBINED CRASH MITIGATING STRATEGIES

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Sebastian Kavleskog; John Rolfsson; [2020-07-07]
    Nyckelord :momentum; momentum strategies; merging momentum; momentum crash; dynamic momentum; absolute strength momentum; extreme absolute strength momentum; risk-adjusted return; crash mitigating momentum;

    Sammanfattning : MSc in Finance.... LÄS MER

  3. 3. Tidying up the factor zoo: Using machine learning to find sparse factor models that predict asset returns.

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Oliver Klingberg Malmer; Gustav Pettersson; [2020-07-01]
    Nyckelord :Asset pricing; Factor models; Machine learning; PCA; LASSO; Variable selection; Dimension reduction; Fama French Three Factor model; Fama French Five Factor model;

    Sammanfattning : There exist over 300 firm characteristics that provide significant information about average asset return. John Cochrane refers to this as a “factor zoo” and challenges researchers to find the independent characteristics which can explain average return. LÄS MER

  4. 4. Feeling the Heat of Climate Change - How Sensitive Could It Be? 

    Kandidat-uppsats,

    Författare :Gustav Kollberg; John Skantze; [2020-06-29]
    Nyckelord :Climate Sensitivity; Predictability of Stock Returns; Temperature Anomaly; Fama French Three-Factor Model; Carhart Four-Factor Model;

    Sammanfattning : This thesis examines if climate sensitivity predicts stock returns and how well this measurement performs. The sample consists of the S&P 500 and the monthly stock return for the period between 1979 to 2019. The method is first to estimate the climate sensitivity for stock returns from temperature anomaly. LÄS MER

  5. 5. We've Got Nothing to Hide - A qualitative study of how corporate identity influence Swedish fashion companies’ commitment to supply chain transparency as a way to compete

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Isabelle Båth; John Ekberg; [2020-06-23]
    Nyckelord :Transparency; Supply chain transparency; Corporate identity; Rationales for transparency; Fashion industry; Sustainability;

    Sammanfattning : MSc in Marketing and Consumption.... LÄS MER