Sökning: "Marginal Investor"

Visar resultat 1 - 5 av 9 uppsatser innehållade orden Marginal Investor.

  1. 1. En kvantitativ, komparativ studie om hållbara och traditionella fonders prestation

    Kandidat-uppsats, Mittuniversitetet/Institutionen för ekonomi, geografi, juridik och turism

    Författare :Jesper Andersson; [2021]
    Nyckelord :Swedish Pensions Agency; premium pension; sustainable funds; traditional funds; portfolio selection theory; risk-adjusted return; Pensionsmyndigheten; premiepension; hållbara fonder; traditionella fonder; portföljvalsteori; riskjusterad avkastning.;

    Sammanfattning : Syftet med studien är att undersöka och jämföra hur svenska hållbara aktiefonder och svenska traditionella aktiefonder har presterat inom premiepensionssystemet under perioden 2015-2019. Detta görs eftersom att intresset för hållbara investeringar har ökat markant både hos privatpersoner och företag de senaste åren. LÄS MER

  3. 2. Utdelningsbeskattning : Effekterna av investeringssparkontots införande

    Kandidat-uppsats, Södertörns högskola/Företagsekonomi

    Författare :Mattias Mägiste; Anton Winst; [2020]
    Nyckelord :Dividend clientele; Dividend policy; effective capital taxation; stockholder structure; investeringssparkonto; profit distribution; Swedish capital taxation; Utdelningsklientel; utdelningspolicy; effektiv kapitalbeskattning; aktieägarstruktur; investeringssparkonto; utdelad vinst;

    Sammanfattning : The effects of individual income taxation direct the way they choose to receive capital flows. The clientele effect suggests, investor preferences are affected by their individual taxation. LÄS MER

  4. 3. Possibilities to Reduce the Information Gap between Foreign Investors & the Swedish Real Estate Market : The Importance of Cooperation with an Operating Partner

    Master-uppsats, KTH/Fastigheter och byggande

    Författare :Elin Johansson; Linnéa Nordin; [2018]
    Nyckelord :Swedish real estate investments; foreign investment; operating partner; market specific competence; information gap; Svenska fastighetsinvesteringar; utländska investerare; operativa partner; marknadsspecifik kompetens; informationsklyfta;

    Sammanfattning : This master thesis project aims to evaluate the importance of availability of operating partners for foreign investors as they decide whether or not to make an investment on the Swedish market. The study will also evaluate if the cooperation with operating partners could contribute to a reduction of the information gap between foreign investors and the Swedish real estate market, and if that could ultimately lead to an increase in the inflow of foreign capital to Sweden. LÄS MER

  5. 4. Robust portfolio optimization with Expected Shortfall

    Master-uppsats, KTH/Matematisk statistik

    Författare :Daniel Isaksson; [2016]
    Nyckelord :Robust Portfolio Optimization; Risk Management; Expected Shortfall; Elliptical Distributions; GARCH model; Normal Copula; Hybrid Generalized Pareto-Empirical-Generalized Pareto Marginals; Markowitz Mean-Variance Optimization; Contribution Expected Shortfall;

    Sammanfattning : This thesis project studies robust portfolio optimization with Expected Short-fall applied to a reference portfolio consisting of Swedish linear assets with stocks and a bond index. Specifically, the classical robust optimization definition, focusing on uncertainties in parameters, is extended to also include uncertainties in log-return distribution. LÄS MER

  7. 5. Pricing of European Options with Subjective Probability : Ambiguity aversion in the options market during the European sovereign debt crisis

    Master-uppsats, Umeå universitet/Nationalekonomi

    Författare :Simon Edvinsson; [2016]
    Nyckelord :;

    Sammanfattning : This essay develops an option pricing formula where the market participantsare assumed to not follow a uniform approach with respect to uncertainty thatarises under extreme market events. By using a continuous Choquet randomwalk for modeling asset dynamics, as well as including marginal utility, an optionprice kernel is obtained- this is opposed to the unique price that arises inthe standard MMBS framework. LÄS MER