Sökning: "Tom Hagéus"

Hittade 2 uppsatser innehållade orden Tom Hagéus.

1. 1. Optimal Capital Structures under the Vasicek Stochastic Interest Rate Model

   Master-uppsats, KTH/Matematik (Avd.)

   Författare :Oscar Danielson; Tom Hagéus; [2023]
   Nyckelord :Vasicek model; stochastic interest rate model; optimal capital structures; tax benefits; bankruptcy costs; transaction costs; optimal leverage ratio; optimal debt maturity; Vasicekmodell; stokastisk räntemodell; optimala kapitalstrukturer; skattefördelar; konkurskostnader; transaktionskostnader; optimal belåningsgrad; optimal löptid;

   Sammanfattning : This study applies the Vasicek stochastic interest rate model in order to determine optimal capital structures for listed firms. A Swedish interest rate data set is used to estimate Vasicek model parameter that are reliable and independent of initial start values. LÄS MER

3. 2. Determining the impact of ESG metrics on the financial performance of public Nordic companies

   Kandidat-uppsats, KTH/Matematisk statistik

   Författare :Tom Hagéus; Malin Nyhrén; [2021]
   Nyckelord :Sustainability; ESG score; ESG metric; ESG data; Financial Performance; Multiple Linear Regression; Nordic Market; ROA; Tobin’s Q; Refinitiv; Statistics; Applied Mathematics; Hållbarhet; ESG-betyg; ESG-mått; ESG-data; Finansiell Prestation; Multipel Linjär Regression; Nordisk Marknad; ROA; Tobin’s Q; Refinitiv; Statistik; Tillämpad Matematik;

   Sammanfattning : The use of sustainability within the investment community is becoming increasingly common. More specifically, investors are now more than ever leaning towards ESG scores as a way of incorporating a more holistic approach when making investment decisions. LÄS MER