Sökning: "Lagged models"

Visar resultat 1 - 5 av 35 uppsatser innehållade orden Lagged models.

  1. 1. Vd-ersättning i fokus: Fast eller rörlig : En kvantitativ studie av svenska bolag på Stockholmsbörsen

    Kandidat-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :Max Ahlstrand; Edvin Blomqvist; [2024]
    Nyckelord :Fixed effects; Lagged models; Vd-ersättning; Incitamentsprogram; Agentteorin; Stewardshipteorin; Aktierelaterade ersättningar; Fasta effekter; Laggade effekter;

    Sammanfattning : Debatten om vd-ersättning har vuxit de senaste åren och medier har uppmärksammat allt fler fall om höga bonusar till vd:ar. Detta har väckt starka reaktioner från många aktieägare, men viktigt att förstå är att vd-ersättningen är mer än bara en vanlig lön. LÄS MER

  2. 2. In Pursuit of Promptness: Assessing the Link between HealthcareWaiting Time and Demand forVoluntary Health Insurance in Sweden

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Johanna Ene; Jakob Isaksson; [2023-06-29]
    Nyckelord :VHI; voluntary health insurance; private health insurance; waiting time; healthcare;

    Sammanfattning : The demand for voluntary health insurance (VHI) in Sweden is growing, yet there is little evidence of what drives the growth. Research in other countries with universal healthcare indicates that waiting times in the healthcare system are the main driver for the increased demand. LÄS MER

  3. 3. Do two heads think better than one? Risk Differences in Gender and Team vs. Single Managed Mutual Equity Funds in Sweden

    Kandidat-uppsats,

    Författare :Zelda Harbecke; Hanna Kyséla; [2023-06-29]
    Nyckelord :;

    Sammanfattning : This empirical study examines whether team or single-managed mutual equity funds in the Swedish fund market are more risk-prone conditionally on the management structure during the last five years (2018-2022). Additionally, the gender of each fund manager is analyzed in order to find answers regarding gender's risk approach in investment decisions. LÄS MER

  4. 4. Macroeconomic Factors' Impact on Sweden’s CO2e Emissions - A Multiple Linear Regression Analysis

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Johan Magnusson; Axel Nilsson; [2023]
    Nyckelord :Mathematical statistics; Multiple linear regression; CO2e emissions; Sweden; Macroeconomic development; Sustainable economic growth; Environmental Kuznets Curve; Porter Hypothesis; Matematisk statistik; Multipel linjär regression; CO2e-utsläpp; Sverige; Makroekonomisk utveckling; Hållbar ekonomisk tillväxt; Miljökuznetskurvan; Porters hypotes;

    Sammanfattning : This study investigated the relationship between Sweden’s CO2e (Carbon Dioxide Equivalent) emissions and key macroeconomic factors, for the period 2008Q1- 2022Q3. The aim was to enhance the understanding of the link between macroeconomic factors and greenhouse gas emissions in a post-industrial economy, using multiple regression analysis. LÄS MER

  5. 5. Time Dependencies Between Equity Options Implied Volatility Surfaces and Stock Loans, A Forecast Analysis with Recurrent Neural Networks and Multivariate Time Series

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Simon Wahlberg; [2022]
    Nyckelord :RNN; LSTM; GRU; vector autoregression; implied volatility surface; stock loan; equity options; multivariate time-series analysis; financial mathematics.; Rekursiva neurala nätverk; LSTM; GRU; VAR; implicerade volatilitetsytor; aktielån; aktieoptioner; multidimensionell tidsserieanalys; finansiell matematik.;

    Sammanfattning : Synthetic short positions constructed by equity options and stock loan short sells are linked by arbitrage. This thesis analyses the link by considering the implied volatility surface (IVS) at 80%, 100%, and 120% moneyness, and stock loan variables such as benchmark rate (rt), utilization, short interest, and transaction trends to inspect time-dependent structures between the two assets. LÄS MER