Sökning: "Sin stocks"

Visar resultat 16 - 20 av 96 uppsatser innehållade orden Sin stocks.

  1. 16. Time Series forecasting of the SP Global Clean Energy Index using a Multivariate LSTM

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

    Författare :Klara Larsson; Freja Ling; [2021]
    Nyckelord :Machine learning; clean energy; neural networks; stock market; LSTM; time series; multivariate LSTM; correlation.;

    Sammanfattning : Clean energy and machine learning are subjects that play significant roles in shaping our future. The current climate crisis has forced the world to take action towards more sustainable solutions. Arrangements such as the UN’s Sustainable Development Goals and the Paris Agreement are causing an increased interest in renewable energy solutions. LÄS MER

  3. 17. Riskstyrning i små- och medelstora företag under coronapandemin : En kvantitativ studie

    Magister-uppsats, Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Författare :Emil Halvardsson; Måns Hederberg; [2021]
    Nyckelord :Corona pandemic; crisis; crisis management; risks; risk management; SME; financial risks; strategic risks; operational risks; remote work.; Coronapandemin; kris; krisstyrning; risker; riskstyrning; SME; finansiella risker; strategiska risker; operativa risker; hemarbete.;

    Sammanfattning : Syfte: Syftet med uppsatsen är att undersöka hur små- och medelstora svenska företag anpassar sin riskstyrning till följd av coronapandemin och vilka risker som företagen upplever varit mest betydande för sin verksamhet under pågående pandemi. Vidare är avsikten att undersöka vad som påverkar vilka åtgärder som vidtagits. LÄS MER

  4. 18. How Many Stocks Should You Buy? A Simulation Study on Portfolio Diversification for the Swedish Stock Market

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Antonio Prgomet; [2021]
    Nyckelord :Portfolio Diversication; Modern Portfolio Theory; Quantitative Finance; Return Distributions; Shortfall Risk; Stochastic Dominance; Simulation Study.; Mathematics and Statistics;

    Sammanfattning : For every stock investor, the question of how many stocks to buy is fundamental. The recommendations from the literature is wide and ranges from 10 to over 300. As a contrast, 41.79% of Swedish shareholders held only one stock in year 2020. LÄS MER

  5. 19. Would You Rather Laugh with the Sinners than Cry with the Saints?

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

    Författare :Gustav Nilsson; Marcus Undén; [2021]
    Nyckelord :Sin Stocks; Social Norms; SRI; ESG; Institutional Ownership;

    Sammanfattning : This thesis provides new evidence on social norms' impact on capital markets through the lens of the Swedish stock market and sheds new light on ownership structure, analyst coverage, valuation and financing decisions of vice companies - companies involved in sinful industries, including gambling, tobacco and alcohol - as well as its implication for stock returns. We show that sin stocks are neglected by institutions and have lower sell-side analyst coverage, thus sin stocks indicatively face less liquid equity markets than comparable stocks. LÄS MER

  7. 20. What does it cost to invest with preferences? : What does investors lose/gain on investing in sin-stocks versus SRI investing?

    Magister-uppsats, Högskolan Väst/Avd för juridik, ekonomi, statistik och politik

    Författare :Sara Nilsson; Jennifer Ramare; [2021]
    Nyckelord :SRI-investing; Sin-stocks; risk-adjusted returns; Sharpe ratio; Modern Portfolio Theory;

    Sammanfattning : This paper analyses the difference in risk-adjusted returns between Sin-stocks and SRI-investing for the period 2001-2021. The analysis was conducted by creating two optimally risky portfolios according to the Modern Portfolio Theory, one comprised of only Sin-stocks and one with only high ESG scoring companies. LÄS MER