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Visar resultat 1 - 5 av 14 uppsatser som matchar ovanstående sökkriterier.

  1. 1. Fastighetsaktier under corona-pandemin : Hur står sig svenska fastighetsaktier under corona-pandemin (Covid-19) i jämförelse med finanskrisen 2007-2008?

    Kandidat-uppsats, KTH/Fastigheter och byggande

    Författare :Jeremias Jansson; Gabriel Lundvall; [2020]
    Nyckelord :Real Estate Investments; Corona-pandemic; Finance; Stock market; Fastighetsinvesteringar; Corona-pandemin; Finans; Aktiemarknad;

    Sammanfattning : Fastighetstillgångar har historiskt sett varit mer defensiva än aktiemarknaden som helhet. Flera tidigare studier pekar på motsatsen: att svenska fastighetsaktier presterar sämre under börsnedgångar och inte är mer defensiva än resten av aktiemarknaden. LÄS MER

  3. 2. The Impact of Leverage on Return-Volatility Relationship -An Empirical Study of the Nordic Equity Markets

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Jenny Ha Nguyen; [2018-07-04]
    Nyckelord :Risk-return relation; low volatility effect; leverage; volatility; Nordic stock market; Fama-French three factors;

    Sammanfattning : Prior studies have documented mixed evidence regarding the relationship between stock returns and equity return volatilities. The purpose of this thesis is to contribute to the debate about the direction of the risk-return relationship and to seek further explanation for this phenomenon. The aim of this thesis is therefore two-fold. LÄS MER

  4. 3. Financial Volatility and the Leverage Effect on the Swedish Stock Exchange

    Master-uppsats, KTH/Industriell ekonomi och organisation (Inst.)

    Författare :Thelma Björklund; Hedvig Jonsson; [2018]
    Nyckelord :Volatility; Leverage!effect; Risk; Return; Clustering; Modiglian !and Miller; EGARCH; Capital!structure;

    Sammanfattning : In today’s financial markets, volatility is a fundamental concept in regards of the risk assessment of assets and instruments. Financial volatility is commonly used to measure the quantitative aspects of risk and is given a significant amount of attention in past literature and research. LÄS MER

  5. 4. Bitcoin: The New Digital Gold?

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Kathery Angelica Razo Mendoza; [2018]
    Nyckelord :Bitcoin; Gold; Digital Gold; Minimum Variance Portfolio; Tangency Portfolio; In-sample and out-sample portfolios.; Business and Economics;

    Sammanfattning : Bitcoin has become a mainstream in the financial world. It has several similarities with Gold as low correlation with stocks, inflation hedge, government decentralization and the no currency attachment. Therefore, the name of the new “Digital Gold”. This study compares Gold and Bitcoin, offered as an alternatives financial assets. LÄS MER

  7. 5. Financial Volatility and the Leverage Effect : A study of the Swedish Stock Exchange

    Master-uppsats, KTH/Industriell ekonomi och organisation (Inst.)

    Författare :Thelma Björklund; Hedvig Jonsson; [2018]
    Nyckelord :;

    Sammanfattning : In today’s financial markets, volatility is a fundamental concept in regards of the risk assessmentof assets and instruments. Financial volatility is commonly used to measure the quantitativeaspects of risk and is given a significant amount of attention in past literature and research. LÄS MER