Sökning: "fundamental index"

Visar resultat 1 - 5 av 113 uppsatser innehållade orden fundamental index.

  1. 1. The Construction of an Investor Sentiment Index for Sweden and its Impact on the Stock Market

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Xuming Zhang; Wenlu Zhang; [2023]
    Nyckelord :Investor sentiment; principal component analysis; Swedish stock market; Business and Economics;

    Sammanfattning : Investor sentiment is an important research object in behavioral finance, and its analysis has been one of the hot topics in stock market research recently. As an abstract concept, investor sentiment needs to be visualized by the construction of the investor sentiment index. LÄS MER

  3. 2. Housing prices in Swedish municipalities : A study using Error correction model

    Master-uppsats, Umeå universitet/Nationalekonomi

    Författare :Julieta Nazaretyan; [2023]
    Nyckelord :;

    Sammanfattning : The housing market is one of the markets that is regularly noticed by publications, studies and in people's everyday lives. Making an investment in the housing market is a big step associated with large sums that require some thought and financial planning. LÄS MER

  4. 3. OPERATIONALIZING SUSTAINABLE DEVELOPMENT GOAL 11 : Utilization of a neighborhood sustainability assessment tool for localizing the sustainable development goals in Swedish municipalities

    Master-uppsats, Mälardalens universitet/Akademin för ekonomi, samhälle och teknik

    Författare :Johannes Boxner Åsbrink; [2023]
    Nyckelord :Sustainable Development Goals; SDG.11; localization; operationalization; sustainable urban development; composite index; thematic analysis; analytical hierarchy process;

    Sammanfattning : Efforts towards sustainable urban areas are fundamental for the attainment of the Sustainable Development Goals [SDGs], embodied in goal 11 of sustainable cities and communities. Sustainable urban development requires the goals to be localized and operationalized to the applied areas needs and prerequisites. LÄS MER

  5. 4. Accounting for the Measurement Bias: A Study of Market Efficiency in the United States and the Relevance of Extensive Fundamental Analysis in Equity Valuation

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Författare :Erik Bergmark; Hugo Freudenthal; [2023]
    Nyckelord :Accounting valuation bias; Fundamental analysis; Horizon Value; Market mispricing; Residual income valuation;

    Sammanfattning : This thesis investigates abnormal returns over the period 1983-2021 from an investment strategy that is based on public accounting information. Investment positions are taken in US manufacturing firms and are held for 36 months using a self-financing (hedged) portfolio. LÄS MER

  7. 5. Into the Trading Book: Estimating Expected Shortfall

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Robin Eric Schmutz; Leonard Schneider; [2023]
    Nyckelord :Expected shortfall; Trading book; Historical simulation; Parametric estimation; Backtesting; Business and Economics;

    Sammanfattning : In light of the revised 2019 proposals constituting the Fundamental Review of the Trading Book, which amend the third Basel Accord, expected shortfall is set to replace value at risk as the risk measure dictating banks' capital reserving requirements for exposure to market risk. This paper examines how best to accurately estimate expected shortfall from a regulatory perspective by carrying out an array of non-parametric as well as parametric methods over the recent years of financial instability. LÄS MER