Sökning: "Portfolio Premiums"

Visar resultat 11 - 15 av 18 uppsatser innehållade orden Portfolio Premiums.

  1. 11. Portfolio Protection Strategies: A study on the protective put and its extensions

    Master-uppsats, KTH/Matematisk statistik

    Författare :Gustav Alpsten; Sercan Samanci; [2018]
    Nyckelord :;

    Sammanfattning : The need among investors to manage volatility has made itself painfully clear over the past century, particularly during sudden crashes and prolonged drawdowns in the global equity markets. This has given rise to a liquid portfolio insurance market in the form of options, as well as attracted the attention of many researchers. LÄS MER

  3. 12. The Closed-End Investment Company NAV Deviation Puzzle: What does the Industry Reveal?

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Författare :Max Odqvist; Jesper Warén; [2017]
    Nyckelord :NAV; NAV Deviations; Investment Company; Closed-End Fund;

    Sammanfattning : This study of net asset value deviations ("NAV deviations") is conducted with a qualitative method to find explanations for NAV deviations by testing the entrenchment of current theories in Swedish investment companies. The study was conducted through a total of 15 interviews with representatives from investment companies, equity research analysts and fund managers. LÄS MER

  4. 13. No protection, nu business : An event study on stock volatility reactions to cyberattacks between 2010 and 2015 for firms listed in the USA

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Företagsekonomi

    Författare :Erik Collin; Gustav Juntti; [2016]
    Nyckelord :stock volatility; cyberattack; abnormal return; volatility; event study; information technology; US stock market; cybersecurity; reaction; financial impact; market efficiency; finance; fintech;

    Sammanfattning : With the surge of Internet-based corporate communication, organization, andinformation management, financial markets have undergone radical transformation. Inthe interconnected economy of today, market participants are forced to acceptcyberattacks, data breaches, system failures, or security flaws as any other (varying)cost of doing business. LÄS MER

  5. 14. Discount and Premium to NAV in Swedish Listed Property Companies

    Master-uppsats, KTH/Fastigheter och byggande

    Författare :Joacim Gustafsson; Zhuquan Peng; [2016]
    Nyckelord :Discount; NAV; Swedish-listed property company; Company specific factors; Cross-section regression; Noterade fastighetsbolag; Tvärssnittsregression; Företagsspecifika faktorer;

    Sammanfattning : Listed property companies trading at a discount or premium to their Net Asset Value (NAV) is a widely recognized phenomenon. Previous research within this field has primarily applied OLS-regressions and is mainly focused on U.K. and U. LÄS MER

  7. 15. Identifiering av mervärden i EPC-projekt

    Kandidat-uppsats, KTH/Industriell ekologi

    Författare :Carl Andersson; Linus Olausson; [2015]
    Nyckelord :;

    Sammanfattning : In this report a study is carried out with the aim to identify added values of EPC projects implemented in schools in order to increase the interest of EPC projects on the market. The report examines how the planned maintenance, supervision, maintenance and corrective maintenance is affected, how insurance premiums and terms are affected, the indoor environment and how the tasks of the operating staff is changing. LÄS MER