Sökning: "liquidity factor"

Visar resultat 16 - 20 av 44 uppsatser innehållade orden liquidity factor.

  1. 16. Chasing Sustainable Stocks: A Superior Investment Decision? - An ESG Investment Study

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

    Författare :Sebastian Johansson; Gustav Nilsson; [2019]
    Nyckelord :ESG; Socially Responsible Investing; Trading Strategy; Portfolio Performance;

    Sammanfattning : Sustainable investing is trending, amounting to $30 trillion in assets under management world-wide in 2018 and it is predicted to grow even larger in the years to come. This thesis studies ESG portfolio performance of three comparable portfolios, a Sustainable, a Good Enough and an Unsustainable portfolio constructed using ESG-score in relation to their Global Industrial Classification Standard (GICS), between 2004 - 2018 in the U. LÄS MER

  3. 17. Sustainable Investment Strategies : A Quantitative Evaluation of Sustainable Investment Strategies For Index Funds

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :John Erikmats; Johan Sjösten; [2019]
    Nyckelord :ESG; CSR; investment strategies; sustainable investment strategies; sustainability; sustainable investments; sustainable finance; index funds; tracking-error; tracking-error minimization; ESG; CSR; investeringsstrategier; hållbara investeringsstrategier; hållbarhet; hållbara investeringar; hållbar finans; indexfonder; tracking-error; minimering av tracking-error;

    Sammanfattning : Modern society is faced with the complex and intractable challenge of global warming, along with other environmental issues that could potentially alter our way of life if not managed properly. Is it possible that financial markets and equity investors could have a huge part to play in the transformation towards a greener and more sustainable world? Previous studies about investment strategies regarding sustainability have for the most part been centered around possibly less objective ESG-scores or around carbon and GHG-emissions only, with little or no consideration for water usage and waste management. LÄS MER

  4. 18. Blockchain: fundamentet i en ny fastighetsmarknad? : En studie om digitala identiteter och tokens som verktyg för en likvid och transparent fastighetsmarknad

    Master-uppsats, KTH/Fastigheter och byggande

    Författare :Robin Gustafsson Rydell; Alexander Hult; [2019]
    Nyckelord :Commercial real estate; liquidity; transparency; due diligence; blockchain; tokens; digital identities; smart contracts; Kommersiella fastigheter; likviditet; transparens; due diligence; blockchain; tokens; digitala identiteter; smarta kontrakt;

    Sammanfattning : Fastigheter identifieras av många som ett relativt illikvitt tillgångsslag vars information även ivissa avseenden kan anses vara opak för den öppna marknaden. Detta resulterar i långa ochkostsamma köp- och säljprocesser, där informationsasymmetrier mellan köpare och säljaremåste redas ut under en due diligence process. LÄS MER

  5. 19. The relationship between leverage and profitability : A quantitative study of consulting firms in Sweden

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Företagsekonomi

    Författare :Joel Minnema; Alexander Andersson; [2018]
    Nyckelord :;

    Sammanfattning : Profitability is fundamental for any firm to retain a competitive advantage and facilitate long-term prosperity. The drivers of profitability may depend on the industry, and the path to profit maximisation has been thoroughly discussed in previous research. LÄS MER

  7. 20. The Next Tick on Nasdaq Stockholm: Predicting Price Direction in Limit Order Books Using Order Imbalance

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

    Författare :Jamil Al-Najjar; Julian Kramer; [2018]
    Nyckelord :high frequency trading; limit order books; order imbalance; price prediction;

    Sammanfattning : We explore complete Level II limit order books for eight stocks listed on Nasdaq Stockholm during 2016 and investigate the use of the imbalance between bid and ask volumes in predicting the direction of price change in an ultra-high-frequency environment. Specifically, we test whether a top-of-the-book (Level I) measure of order imbalance and a deeper-in-the-book (Level II) measure can predict the direction of a change in the mid-price of a security for up to three events before the change occurs. LÄS MER