Sökning: "Risk-Adjustment Returns"

Visar resultat 1 - 5 av 11 uppsatser innehållade orden Risk-Adjustment Returns.

  1. 1. Net Present Value of Investments in Data Warehousing and Differences Across Firm Sizes

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

    Författare :Ferdinand Netsch; [2023]
    Nyckelord :Net Present Value; NPV; Data Warehouse; Corporate Finance; SME;

    Sammanfattning : The continuous advent of data management technologies has enabled small and medium-sized enterprises (SME)s like Transalb Kühl- und Express-GmbH, a small German trucking company, to explore the strategic and financial benefits of data warehousing. This case study evaluates the data warehouse investment at Transalb by employing a Net Present Value (NPV) analysis to determine its financial viability. LÄS MER

  3. 2. Skill, Scale and Investor Return in Established and Emerging Markets - An empirical study of equity mutual fund performance between markets with contrasting characteristics

    Kandidat-uppsats,

    Författare :Olle Fröling; Olle Wingstrand; [2022-06-29]
    Nyckelord :Equity Mutual Funds; Decreasing Returns to Scale; Alpha; Fund Skill; Fama-French Five-Factor Model; Nordic Equity Funds; Asian Equity Funds; Fixed Effects;

    Sammanfattning : In this report we empirically analyze the effects of returns to scale for equity mutual funds in the Nordic and Asian regions. We also investigate whether or not funds generate alpha (i.e., have skill). LÄS MER

  4. 3. To Spin Off or Not To Spin Off?

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

    Författare :Henrik Nyberg; Johan Fohlin; [2022]
    Nyckelord :Spin-offs; Corporate Focus; Abnormal Returns; Operating Performance; Sharpe Ratio;

    Sammanfattning : This study investigates the value creation of U.S. spin-offs undertaken between 2010 and 2017 from three perspectives. Firstly, shareholder wealth creation is analyzed through tests on unadjusted abnormal announcement-day returns and unadjusted abnormal long-term returns. LÄS MER

  5. 4. Trading strategies based on a pattern detection algorithm

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :Elias Björklund; [2021]
    Nyckelord :;

    Sammanfattning : This thesis aims to develop a method to algorithmically detect patterns used in technical analysis. Non-parametric Kernel regression is used to smoothen the otherwise extremely noisy data of how stock prices develop over time. To find these patterns, Previously described quantitatively defined criteria are used with some modifications. LÄS MER

  7. 5. Returns to Buying Winners and Selling Losers

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Tobias Thejll; [2018]
    Nyckelord :Return Continuation; Price Momentum; Stockholm Stock Exchange; CAPM; Fama and French Three-Factor Model; Business and Economics;

    Sammanfattning : The argument put forward in this paper is that stocks listed on the Stockholm Stock Exchange, from 1993 to 2016, exhibits return continuation over an intermediate-horizon. The best performing strategy, which selects stocks based on the previous six months’ returns and holds the portfolio for three subsequent months, yields an average monthly return of 2. LÄS MER