Sökning: "Portfolio Premiums"
Visar resultat 1 - 5 av 18 uppsatser innehållade orden Portfolio Premiums.
1. The Missing Ingredient: How to improve value investing in the information age
D-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringSammanfattning : This thesis aims to inform a value investing strategy in specific niches of European firms by adjusting the book-to-market (B/M) ratio for intangible assets. An increase in intangible assets' importance for corporate value creation coupled with a lack of amendments to their accounting treatment has led to debates on the value relevance and accuracy of accounting information, including the B/M ratio used to derive value premiums. LÄS MER
2. Fund Managers' Awareness of Announcement Premiums: A Study on Fund Managers' Investment Decisions
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : In this paper, we interview fund managers of actively managed Swedish mutual funds to understand how they trade around earnings announcements. Based on an academic paper that we use as the basis for our paper, the authors of the paper find that fund managers on average tend to decrease their exposure to stocks ahead of earnings announcements, even though there is a significantly increased risk-reward and earnings announcement premium to earn ahead of the announcements. LÄS MER
3. Inflation Index for the House and Content Portfolio : A Model to Calculate the Future Claim Costs for Trygg-Hansa
Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistikSammanfattning : Trygg-Hansa is a Swedish insurance company that specializes in business insurance, home insurance, vehicle insurance, and personal insurance. This work focuses on Trygg-Hansa’s House and Content portfolio, which insures customers’ homes, both the building itself and its contents. LÄS MER
4. Unveiling the Cause of NAV-Discounts of Swedish Closed-End Funds
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : Closed-end funds (CEF) have long been a crucial intermediary in the Swedish financial market by providing relatively inexpensive investment opportunities through their portfolio of public and non-public securities. Interestingly, although CEFs worldwide have been traded at a value below the cumulative value of their underlying portfolio, i.e. LÄS MER
5. Prioriteringar vid förvärv av gröna fastigheter till portföljen för ett nystartat fastighetsbolag : En fallstudie i Sverige
Master-uppsats, KTH/Fastighetsföretagande och finansiella systemSammanfattning : Denna studie undersöker området för gröna fastigheter och hållbarhet, vilket idag ligger i tiden för de flesta fastighetsbolag. Nya krav och regler ihop med en större medvetenhet hos aktörer och intressenter gör att fastighetsbolag idag jobbar mer och mer med gröna investeringar. LÄS MER