Sökning: "composite index"

Visar resultat 1 - 5 av 39 uppsatser innehållade orden composite index.

  1. 1. Investigating the performance of fundamentally-weighted portfolios

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Katja Rasic; [2019]
    Nyckelord :Fundamental indexation; equally weighted portfolio; performance measures; Atkinson index; Business and Economics;

    Sammanfattning : Market indices based on market capitalization have been argued to be the most mean-variance efficient for a long time. In recent years, this argument has been questioned and other methods of weighting portfolios have been suggested. One of these is the weighting by fundamental indexation. LÄS MER

  2. 2. The long-term effects of CAPEX, R&D and acquisition expenditure on stock returns

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Oskar Berglund; Mattias Ivermark; [2018-07-04]
    Nyckelord :R D; CAPEX; Acquisitions; Fama-French; Four factor model; Stock returns;

    Sammanfattning : MSc in Finance.... LÄS MER

  3. 3. The impact of environmental policy stringency on FDI flows: Evidence from BRIICS-OECD flow panel dataset

    Magister-uppsats, Lunds universitet/Ekonomisk-historiska institutionen

    Författare :Sofia Sacks; [2018]
    Nyckelord :environmental policy stringency; pollution haven; FDI; fixed effects; location hypothesis; BRIICS; Social Sciences;

    Sammanfattning : The Paris Agreement has increased interest in environmental policy research, which has alerted that companies will relocate their investment to countries with less stringent environmental standards. This pollution haven effect, although theoretically analyzed, has wide-ranging empirical results which are highly dependent on the selected case and proxy for environmental policy stringency. LÄS MER

  4. 4. Linkages between the Chinese stock market and the macroeconomic climate in the U.S. and EU

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Gabriel Ekman; Petter Månsby; [2018]
    Nyckelord :VECM; Impulse Responses; Variance Decomposition; Chinese stock market; macroeconomic linkages; finacial integration; Business and Economics;

    Sammanfattning : The purpose of this paper is to examine the relationship between investments in the Chinese stock market and shocks to the macroeconomic climate in the U.S. and in the EU. LÄS MER

  5. 5. Exploration of implicit weights in composite indicators : The case of resilience assessment of countries’ electricity supply

    Master-uppsats, KTH/Hållbar utveckling, miljövetenskap och teknik

    Författare :David Lindén; [2018]
    Nyckelord :Composite indicators; Index; Weights; Aggregation; Implicit Weights; Correlation; Energy Security; Resilience; Electricity Supply; Sensitivity Analysis; Nonlinear Regression Analysis; Optimisation; Representativeness;

    Sammanfattning : Composite indicators, also called indices, are widely used synthetic measures for ranking and benchmarking alternatives across complex concepts. The aim of constructing a composite indicator is, among other things, to simplify and condense the information of a plurality of underlying indicators. LÄS MER