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Visar resultat 16 - 20 av 46 uppsatser som matchar ovanstående sökkriterier.

  1. 16. Do investment banks create value for their clients? Empirical evidence from European M&A

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

    Författare :Csilla Miskolczi; Rosemarie Gschwantner; [2017]
    Nyckelord :Mergers and acquisitions; Financial adviser; Merger gain;

    Sammanfattning : Top tier banks are associated with superior skills and service, demonstrated by the higher advisory fees they charge. The actual value they add to their clients, however, remains a widely debated topic. We provide new evidence on the question by extending existing empirical research to the European M&A market. LÄS MER

  3. 17. Constructing a Volatility Risk Premium Using Gaussian Process for Regression

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

    Författare :Fabian Mally; Love Marcus; [2017]
    Nyckelord :Volatility Risk Premium; Gaussian Process; GARCH; Volatility Prediction; Implied Volatility;

    Sammanfattning : In this thesis we investigate the volatility risk premium (VRP) on OMXS30 and S&P 500 and the predictive capabilities of Gaussian Process for regression (GP) on the volatility of those indices. The results are evaluated by comparison with corresponding predictions of a few methods from the GARCH family as well as a naive approach. LÄS MER

  4. 18. Social status and networks in times of educational inflation : The returns of non-meritocratic labour market distributions

    Magister-uppsats, Uppsala universitet/Sociologiska institutionen

    Författare :Alisia Morin; [2017]
    Nyckelord :education; wage level; social capital; social network; social background; meritocracy;

    Sammanfattning : The educational system in Sweden is expanding and while some see higher education as a remedy for unemployment, others argue that credentialing of the society with diplomas will harm the competition on the labour market and the value of higher education. However, the effects of educational expansion are noticeable not only at the macro, but also at the micro level. LÄS MER

  5. 19. The role of state ownership on acquisition premia: Do Chinese enterprises pay systematically higher acquisition premia?

    Magister-uppsats, Lunds universitet/Ekonomisk-historiska institutionen

    Författare :Stefanie Jäsche; [2017]
    Nyckelord :Key words: Mergers; Acquisitions; Acquisition Premium; China; SOE; Business and Economics;

    Sammanfattning : Usually, high acquisition premia are considered to be a proxy for aggressive management style, extremely risk-taking behavior and poor managerial decision making and ultimately failure. In the case of China, it is questionable if this assumption can hold true. LÄS MER

  7. 20. A Floating Currency Macro Term Structure Model

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Niklas Lindeke; [2017]
    Nyckelord :Macro-finance; term structure models; exchange rate risks; Business and Economics;

    Sammanfattning : During the last decade there has been many advances in the field of research focusing on term structure models that include macroeconomic risks. The fact that such risks adds to the predictive power of risk premia is evident. LÄS MER