Sökning: "handelshögskolan institutionen för finansiell ekonomi"

Visar resultat 1 - 5 av 1426 uppsatser innehållade orden handelshögskolan institutionen för finansiell ekonomi.

1. 1. Network Connectedness in Financial Markets

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

   Författare :Andrea Marcolini; [2024]
   Nyckelord :Systemic risk modeling; US REITs connectedness; S P 500 connectedness; Returns and realized volatilities prediction;

   Sammanfattning : This paper is a collection of two different theses discussing the prediction of the returns and volatilities of the S&P 500 constituents and of US Real Estate Investment Trusts (REITs) by analyzing their centrality within the financial market network. Both empirical works summarize the relevant financial and network literature, demonstrating how modeling stock connectedness within financial markets makes it possible to create returns and volatility predictors, improving investors' portfolio allocations and achieved investment Sharpe ratios. LÄS MER

3. 2. Combining Value Investing with Quality Investing: Empirical Evidence from the European and Nordic Stock Markets

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

   Författare :Oleksii Chepil; [2024]
   Nyckelord :value investing; quality investing;

   Sammanfattning : The aim of this thesis is to explore whether stock selection based on five value metrics and six quality metrics can generate superior returns compared to the overall market. The selected markets are the Nordic one (Nasdaq OMX Nordic 120 being the benchmark) and the European one (STOXX Europe 600 being the benchmark), while the selected time period is 2001-2023 for Europe and 2010-2023 for the Nordics. LÄS MER

4. 3. The use of derivatives in corporate risk management - A value adding strategy?

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

   Författare :Agnes Strignert; [2024]
   Nyckelord :Risk Management; Derivatives; Hedging; Modigliani-Miller; Porsche;

   Sammanfattning : Part I:This study highlights the role of active risk management of currency risk exposure within large listed non-financial European firms. In the aftermath of the global pandemic and invasion of Ukraine, many firm across the global has experienced challenges in terms of sustaining stable cash flows. LÄS MER

5. 4. Navigating Private Equity Dynamics: An Agency Theory Perspective

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

   Författare :Andrea Bottinelli; [2024]
   Nyckelord :Private Equity Dynamics; Agency Theory; Market Evolution; Macroeconomic Impact; Co-investments;

   Sammanfattning : The essence of the private equity industry lies in the intricate relationship between Limited Partners (LPs) and General Partners (GPs), intertwining financial elements with human interactions. This thesis employs agency theory to dissect the behaviors of the principal (LP) and the agent (GP), providing a comprehensive exploration of the current private equity landscape and impending market evolution. LÄS MER

7. 5. 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