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Visar resultat 1 - 5 av 13 uppsatser som matchar ovanstående sökkriterier.

  1. 1. Turning the Titans: Institutional Ownership and ESG Performance in Nordic Firms

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

    Författare :Aram Jimal; Eelis Pankolainen; [2022]
    Nyckelord :Sustainability; Nordics; ESG; Institutional investors; Corporate Finance;

    Sammanfattning : This paper examines whether institutional investors drive ESG performance of public firms in the Nordic countries and whether the effect differs depending on the type of investor. We find evidence that institutional investor ownership in aggregate has a positive correlation effect on firm ESG-performance as measured by the Refinitiv Eikon index. LÄS MER

  3. 2. Considering Tail Events in Hedge Fund Portfolio Optimization

    Master-uppsats, Linköpings universitet/Produktionsekonomi

    Författare :Josefin Bladh; Holm Greta; [2021]
    Nyckelord :Portfolio Optimization; Hedge Funds; Tail Events; Mean-CVaR;

    Sammanfattning : The Fourth Swedish National Pension Fund (AP4), as well as many other large investors, has noted deficiencies the Mean-Variance framework for portfolio management of asset with non-normal characteristics. The main problem apparent in the Mean-Variance framework, when investing in alternative assets such as hedge funds, is the lacking systematic control of the balance between the measurements of risk due normal variation and tail-risk. LÄS MER

  4. 3. Public Sentiment on Twitter and Stock Performance : A Study in Natural Language Processing

    Kandidat-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Jimmy Henriksson; Carl Hultberg; [2019]
    Nyckelord :Sentiment Analysis; Public Opinion; Stock Market; Stock Performance; Statistics; Computer Linguistics; Natural Language Processing; Twitter.; Sentimentanalys; Folkopinion; Aktiemarknaden; Aktiekursutveckling; Statistik; Språkteknologi; Twitter.;

    Sammanfattning : Since recent years, the use of non-traditional data sources by hedge funds in order to support investment decisions has increased. One of the data sources which has increased most is social media and it has become popular to analyze the public opinion with help of sentiment analysis in order to predict the performance of a company. LÄS MER

  5. 4. The Search Continues -Problems of finding a consistent performance measure for Hedge Funds

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Nils Dominguez Berndtsson; [2017]
    Nyckelord :Performance Measures; Hedge funds; Spearman rank correlation; Sharpe ratio; Gini measure; Business and Economics;

    Sammanfattning : The question of whether the choice of performance measure (PM) matters when evaluating Hedge funds has for a long time been subject to debate . This study explores the same question with a sample of individual monthly data from 669 Hedge Funds over a 10 year period. LÄS MER

  7. 5. Catastrophe Bond : What are they and why invest in them?

    Kandidat-uppsats, KTH/Fastigheter och byggande

    Författare :Mathilda Ingelgård; [2016]
    Nyckelord :Catastrophe bonds; portfolio theory; correlation; asset classification; ILS; Katastrofobligationer; portföljteori; korrelation; tillgångsklassificering; försäkringsrisk;

    Sammanfattning : For a little over twenty years, the niched asset class catastrophe bonds have existed. Despite of their now relatively long existence, they are still unknown to many and are usually only available for large, institutional investors, mainly within the insurance market, pension funds and hedge funds. LÄS MER