Sökning: "Portfolio Premiums"

Visar resultat 6 - 10 av 18 uppsatser innehållade orden Portfolio Premiums.

  1. 6. Is there a Real Estate Portfolio Premium? : An Empirical Analysis of Portfolio Premiums

    Master-uppsats, KTH/Fastigheter och byggande

    Författare :Frida Carlsson; Malin Strömberg; [2021]
    Nyckelord :Portfolio Premiums; Price Premiums; Transactions; Swedish Real Estate Market; Property Segments; Portföljpremier; Prispremier; Transaktioner; Svenska Fastighetsmarknaden; Fastighetssegment;

    Sammanfattning : This thesis aims to explore if the existence of portfolio price premiums can be verified and if they differ in time and over property segments. The purpose is to contribute with valuable insights within the field of portfolio premiums in the real estate industry. In order to explore this further a regression model was developed. LÄS MER

  3. 7. Applying Treynor-Black Model with AP7 Såfa in the Swedish Premium Pension System : To choose between active and passive portfolio management

    Master-uppsats, Karlstads universitet/Handelshögskolan (from 2013)

    Författare :Albin Tyllgren; [2021]
    Nyckelord :Index Funds; Mutual Funds; Premium Pension System; Treynor-Black Model;

    Sammanfattning : Background: Since 1998 Sweden has individual accounts as a part of both public and occupational schemes (Sundén 2006). Yearly, 2,5% of the pensionable income is set aside to the premium pension (The Swedish Pension Agency 2021) Individuals are able to choose how the premiums should be paid in the system and in what way the money should be invested, either by choosing from the fund market or by refraining from making an active choice and instead let the Swedish pension agency management their money in the passive alternative called AP7 Såfa. LÄS MER

  4. 8. Bayesian insurance pricing using informative prior estimation techniques

    Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Alexandra Hotti; [2020]
    Nyckelord :;

    Sammanfattning : Large, well-established insurance companies build statistical pricing models based on customer claim data. Due to their long experience and large amounts of data, they can predict their future expected claim losses accurately. In contrast, small newly formed insurance start-ups do not have access to such data. LÄS MER

  5. 9. Medelvärdesåtervändande egenskaper i aktiekurser : En utfallsstudie på svenska fastighetsbolag

    Kandidat-uppsats, KTH/Fastigheter och byggande

    Författare :Carl Ullström; [2019]
    Nyckelord :Mean Reversion; Real Estate; Asset prices; Fastigheter; Medelvärdesåtervändande; tillgångspriser;

    Sammanfattning : Syftet med denna rapport är att undersöka de medelvärdesåtervändande egenskaperna i aktiekursen för noterade fastighetsbolag med utgångspunkt för bolagets extraordinära substansvärde, samt hur väl information kan användas för investeringsbeslut.Resultatet av den empiriska utfallsstudien som utförts visar på att det finns ett samband mellan aktiekurs och substansvärden, samt att en investeringsstrategi baserat på medelvärdesåtervändande egenskaper i dessa variabler fungerar. LÄS MER

  7. 10. Greenhouse Gas Footprint Minimization of Credit Default Swap Baskets

    Master-uppsats, Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :Oscar Britse; Johan Jarnmo; [2018]
    Nyckelord :credit default swap; CDS; CDS basket; greenhouse gas; emission; iTraxx; CDX; portfolio optimization; ECOBAR; Markowitz;

    Sammanfattning : Global bond market capitalization amounts to approximately $100 trillion, compared to $60 trillion in the equity markets. Despite debt financing being a large part of the global financial market, the measurements and greenhouse gas reduction investment strategies to date are not nearly as thorough as for equity financing. LÄS MER