Sökning: "composite index"

Visar resultat 21 - 25 av 61 uppsatser innehållade orden composite index.

  1. 21. The value of personality - Using algorithms and econometrics to analyze CEO conscientiousness and its impact on M&A performance

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Axel Gillmert; Henrik Persson; [2019-08-12]
    Nyckelord :M A performance; CEO acquisitiveness; Big Five personality traits; Conscientiousness;

    Sammanfattning : Even after years of extensive and rigorous research, there is still a puzzling question relating to why managers keep engaging in M&A activities in spite of their tendency to destroy value for the shareholders of the acquiring firm. By seeking explanations in personality psychology, we examine the relationship between CEO conscientiousness, short-term stock market reactions and CEO acquisitiveness. LÄS MER

  3. 22. 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

  4. 23. Aggregering av indikatorer och aspekter inom BRP+

    Magister-uppsats, Högskolan i Gävle/Avdelningen för datavetenskap och samhällsbyggnad

    Författare :Carolin B Carlsson; [2019]
    Nyckelord :;

    Sammanfattning : BRP+ är ett ramverk som utvecklats för att mäta svensk regional utveckling utifrån ett livskvalitets- och hållbarhetsperspektiv. BRP+ omfattar ett antal temaområden som i sin tur omfattar olika aspekter och indikatorer. Den första genomförda mätningen med ramverket som grund presenterades 2018. LÄS MER

  5. 24. Expected Shortfall Estimation

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Kristina Boehm; [2019]
    Nyckelord :normal; skewed; t-distribution; Expected Shortfall; Value at Risk; Business and Economics;

    Sammanfattning : This thesis evaluates the performance of Expected Shortfall estimation with normal, student-t and skewed distributions. It is stylized fact that student-t distribution generally outperforms normal distribution. LÄS MER

  7. 25. Market value and patent quality : A panel study of Swedish firms

    Master-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :Niclas Jävervall; Wilhelm Wass; [2019]
    Nyckelord :Patents; Market valuation; Composite index; Value indicators;

    Sammanfattning : We explore the relationship between the stock market value of firms and patent quality using a recently developed composite index measure. The study is conducted on 137 firms during 1991-2015, which provides 914 unique firm year observations. LÄS MER