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Visar resultat 11 - 15 av 51 uppsatser som matchar ovanstående sökkriterier.

1. 11. Asset growth and the cross-section of stock returns: Evidence from Nordic equity markets

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

   Författare :Joel Wägmark; Fredrik Biesèrt; [2020]
   Nyckelord :Asset Growth Effect; Asset Growth Anomaly; Investment Factor; Nordics;

   Sammanfattning : We investigate the relationship between firm year-on-year percentage change in total assets and subsequent stock returns in Nordic equity markets. Asset growth rates are strong predictors of future stock returns and hold for firm capitalization. Of particular interest, the asset growth effect is present among large capitalization Nordic stocks. LÄS MER

3. 12. The Impact of Financial Advisors on Risk Arbitrage Spreads: Evidence from Nordic Takeover Bids

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

   Författare :Gustav Berg; Erik Johansson; [2020]
   Nyckelord :Financial Advisors; Mergers and Acquisitions; Risk Arbitrage; Arbitrage Spreads;

   Sammanfattning : Following the announcement of a public takeover bid, the target firm's stock price generally adjusts towards the offer price. However, these rarely converge, and the percentage difference that emerges forms what is commonly referred to as the risk arbitrage spread. LÄS MER

4. 13. Portfolio Optimization: An Evaluation of the Downside Risk Framework on the Nordic Equity Markets

   Kandidat-uppsats, KTH/Matematisk statistik

   Författare :Fabian Pettersson; Oskar Ringström; [2020]
   Nyckelord :Downside risk; Mean-variance optimization; Modern portfolio theory; Semi-variance; Downside risk; Variansoptimering; Modern Portföljteori; Semi-varians;

   Sammanfattning : Risk management in portfolio construction is a widely discussed topic and the tradeoff between risk and return is always considered before an investment is made. Modern portfolio theory is a mathematical framework which describes how a rational investor can use diversification to optimize a portfolio, which suggests using variance to measure financial risk. LÄS MER

5. 14. Performance of Asset Pricing Models in the Nordic Stock Markets

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Jonas Olsson; [2019-07-02]
   Nyckelord :;

   Sammanfattning : This study aims to investigate the performance of four different asset pricing models, the Fama and French (1993) three factor model, the Carhart (1997) four factor model, the Fama and French (2015) five factor model, and the Hou et al. (2015) model, in the Nordic stock markets. LÄS MER

7. 15. The Swedish Disease - Impact of company spin-offs on firms' operational performance and equity value

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

   Författare :Daniel Espelund; Dumitru Coretchi; [2019]
   Nyckelord :Spin-off; Nordics; Operating Performance; Public Markets; Sales Growth;

   Sammanfattning : This paper sets out to examine the equity price performance as well as operational performance in both the long- and short-term for Nordic spin-offs. More specifically, the paper evaluates the performance for 110 spin-off entities, both the parent and spun-off company, between the years 1998-2017. LÄS MER