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Visar resultat 1 - 5 av 61 uppsatser som matchar ovanstående sökkriterier.

  1. 1. Beyond the Crisis: A Safe Haven Analysis : Empirical Insights into the Divergence of Gold and Bonds for Portfolio Hedging

    Kandidat-uppsats, Umeå universitet/Företagsekonomi

    Författare :Anthony Baugi; Eugene Zhang; [2024]
    Nyckelord :Gold; Bonds; Safe Haven; Hedging; US Treasury; Volatility; Covid; Portfolio Theory; Asset Dynamics; Fiscal Policy; Monetary Policy; Financial Crisis; Asset Management; Risk Management; Portfolio Risk;

    Sammanfattning : Purpose: This thesis investigates the relationship concerning traditional safe haven assets, gold and US 10-year treasury bonds during periods of market instability, specifically during the economic concerns raised by the COVID-19 pandemic. It assesses the hedging and safe haven properties of these assets and their dynamic nature throughout two periods of unconventional monetary and fiscal policy measures by the Federal Reserve & US Congress respectively. LÄS MER

  3. 2. Empirical Analysis of Dependence Structure Between Assets: A Study of the Impact of Infation on Dependence Between Stock Portfolios and Gold

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Tim Baldesten Pajunen; Filip Steussloff; [2023-06-29]
    Nyckelord :Infation;

    Sammanfattning : In this paper, we study the impact of inflation on the dependence and volatilities of gold and stock portfolios constructed by Fama and French. To model the dependence structure, we propose a copula probability model. LÄS MER

  4. 3. Impact of Covid-19 on students' financial asset allocation: A Jönköping University study : Quantitative research study on students’ attending Jönköping University financial asset allocation prior and post Covid-19 with different risk attitudes.

    Magister-uppsats, Jönköping University/IHH, Företagsekonomi

    Författare :Axel Koch; [2023]
    Nyckelord :Financial asset allocation; Risk-averse; risk-neutral risk-preference; economic uncertainty; Market fluctuations; Expected utility theory.;

    Sammanfattning : Background: Since the emergence of Covid-19 has it reaped and created havoc within every segment of society on a national and global scale. The financial market experienced significant declines and losses but some asset items handled the fluctuations better than others. LÄS MER

  5. 4. Predicting Asset Indexes for Safe and Profitable Portfolio Allocation

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

    Författare :Ludwig Fredriksson; Nikola Tomic; [2023]
    Nyckelord :;

    Sammanfattning : Many investors face the complicated task of allocating and forecasting asset indexes in asafe and profitable manner. The primary objective of this bachelor thesis is to introduce asafe and risk-adjustment portfolio allocation, consisting of four Swedish listed. LÄS MER

  7. 5. Svenska fastighetsbolagens obligationsåterköp : En analys av incitament och effekter

    Kandidat-uppsats, KTH/Fastighetsföretagande och finansiella system

    Författare :Viktor Svensson; [2023]
    Nyckelord :Bond; Capital Structure; Credit Profile; Repurchase; Kapitalstruktur; Kreditprofil; Obligationer; Resultat; Återköp;

    Sammanfattning : Kommersiella fastigheter har setts som en inflationsskyddad tillgång och en viktig del i densvenska ekonomin. Stigande fastighetspriser och låga finansieringskostnader har varitfördelaktigt för de kommersiella fastighetsbolagen i Sverige. Många bolag har under periodenvarit aktiva på kapitalmarknaden och emitterat skuld till en låg kostnad. LÄS MER