Sökning: "Transaction Volume"

Visar resultat 1 - 5 av 61 uppsatser innehållade orden Transaction Volume.

  1. 1. When Worlds Collide: The Dynamics between M&A and Geopolitical Risk

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

    Författare :Nihat Anwar; Janik Simon; [2023]
    Nyckelord :Geopolitical Risk; Mergers and Acquisitions; Acquisition Likelihood;

    Sammanfattning : We empirically investigate the relationship between geopolitical risk and mergers and acquisitions (M&A) between 1985-2022 by U.S. public acquirers, using the index of Caldara and Iacoviello (2022) as a proxy. LÄS MER

  3. 2. A Framework to Model Bond Liquidity

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Alan Issa; [2023]
    Nyckelord :Bonds; liquidity; order book; stochastic process; stationarity; gamma distribution.; Obligationer; likviditet; orderbok; stokastisk process; stationaritet; gamma distribution.;

    Sammanfattning : The liquidity of financial assets can be studied in various different ways. In this thesis, liquidity is defined as the cost and time required to liquidate a position. LÄS MER

  4. 3. Fastighetsinvesteringar och inflation : Hur påverkas direktavkastningskravet av en höginflationsmiljö?

    Kandidat-uppsats, KTH/Fastighetsföretagande och finansiella system

    Författare :Jesper Källebring; Filip Wiklund; [2023]
    Nyckelord :Real Estate; Cap Rates; Yields; Inflation; Fastigheter; direktavkastning; direktavkastningskrav; inflation;

    Sammanfattning : Fastighetsbranschen har under 2010-talet befunnit sig i en nästintill perfekt ekonomisk miljö med högkonjunktur och låga finansieringskostnader. I skrivande stund, våren 2023, är situationen en helt annan. LÄS MER

  5. 4. Optimal Portfolio Re-Balancing on Fixed Periods using a Cost/Risk Adaptation Model and Stochastic Optimization.

    Master-uppsats, Linköpings universitet/Produktionsekonomi

    Författare :Max Ehn; Marcus Jämte; [2023]
    Nyckelord :Optimal portfolio re-balancing; optimal liquidation; minimize transaction costs; trading-volume estimation; stochastic optimization; Financial mathematics; tracking error; execution strategies; opportunity costs; liquidation costs; applied mathematics; PRIIP regulation; Swing-pricing;

    Sammanfattning : In this thesis we investigate the problem of portfolio re-balancing for fixed periods using a cost/risk adaptation model and stochastic optimization. The cost/risk adaptation model takes theory of optimal liquidity costs and risk preference to build a universe in which we try to find better strategies than conventional ones. LÄS MER

  7. 5. Investment Strategies of Real Estate Funds : A Study on Investment Strategies of Directly Owned Real Estate Funds with Operations in Sweden for an Upcoming Economic Downturn

    Master-uppsats, KTH/Fastighetsföretagande och finansiella system

    Författare :Can Kücükgöl; Christian Samuelsson; [2023]
    Nyckelord :Real Estate Funds; Investment Strategies; Investment Metrics; Strategic Framework; Risks; Economic Downturn; Fastighetsfonder; Investeringsstrategier; Investerings parametrar; Strategiska ramverk; Risker; Lågkonjunktur;

    Sammanfattning : The property market has experienced rising property values over a long period, resulting in lower yield requirements. In the spring of 2022, a war in Ukraine began that would unbalance the global financial system, resulting in high inflation and rising interest rates that significantly impacted the property market, the transaction volume fell, and prices began to fall. LÄS MER