Sökning: "risk capital"

Visar resultat 1 - 5 av 805 uppsatser innehållade orden risk capital.

  1. 1. Performance Evaluation of Small- and Large-cap stocks - The importance of size effects on the Swedish equity market

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Andreas Carlsson; Erik Hulth; [2019-02-20]
    Nyckelord :Performance Evaluation; Asset pricing; Size Effect; Sharpe Ratio; Treynor ratio; Jensen´s alpha; Risk-Adjusted Returns; Fama-French Three-Factor Model; Carhart Four-Factor Model; Multi-factor models; Single-factor model;

    Sammanfattning : This Bachelor´s thesis investigated the performance of small-cap stocks and large-cap stocks on the Swedish equity market (NASDAQ OMX) over the years 2011 to 2016. A number of studies focused on asset pricing have during the last decades indicated that the original Capital Asset Pricing Model (CAPM) is misspecified and has limited power to explain cross-sectional and temporal variations in expected equity returns. LÄS MER

  2. 2. THE MAGIC FORMULA - EN UTVÄRDERING AV EN FUNDAMENTAL INVESTERINGSSTRATEGI PÅ DEN SVENSKA AKTIEMARKNADEN

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Gustav Hauri; Johannes Sköld; [2019-02-18]
    Nyckelord :Effecient Market Hypothesis; Fundamental analysis; Investments strategies; Magic Formula; Value investing;

    Sammanfattning : This thesis examines the predictive powers of the basic stock picking model, The Magic Formula (MF), as well as the modified version of the model, The Free-Cash-Flow augmented Magic Formula (MF-CF) as suggested by Davydov, Tikkanen and Äijö (2016). By using a sample of the firms listed in the Stockholm Stock Exchange during 2008-2018, our results indicate that both models predict high risk, but only the MF provide higher returns. LÄS MER

  3. 3. Political Risk & Capital Flight - Case Study of the Ukrainian Crisis

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Christian Gray; Saud Talic; [2019-02-15]
    Nyckelord :Capital flight; political risk; Ukrainian crisis; balance-of-payments; Crimea; Donbass war; revolution;

    Sammanfattning : This paper examines the economic impact several events of political risk have on components of capital flight Ukraine and capital flight of Ukraine itself. The events of political risk are the Euromaidan revolution, the Russian annexation of Crimea and the war in the region of Donbass. LÄS MER

  4. 4. Systemic risks with Contingent Convertible Bonds : A simulated study in systemic risks of triggering CoCos in a stressed European banking system.

    Kandidat-uppsats, Uppsala universitet/Nationalekonomiska institutionen

    Författare :Mathias Lien Oskarsson; [2019]
    Nyckelord :Contingent Convertible Bonds; CoCo; Additional Tier 1; Systemic risk; EBA Stress test; Simulation; Point of Non-Viability; Financial resiliency.;

    Sammanfattning : Ever since the great financial crisis of 2008 regulators have pushed toward more resilient banks, resulting in more demanding regulation and an increase of regulator’s insight and power. Through the revision of the BASEL framework, Contingent Convertible Bonds were introduced in 2010 as a part of regulatory capital and has since then grown increasingly popular. LÄS MER

  5. 5. Investerarskydd trots ny finansieringsform? - En undersökning om investerarens skydd vid andelsbaserad gräsrotsfinansiering i förhållande till gällande rätt

    Kandidat-uppsats, Lunds universitet/Institutionen för handelsrätt

    Författare :Amelia Larsson; [2019]
    Nyckelord :Gräsrotsfinansiering; investerarskydd; plattformar; finansieringsalternativ; kapitalsökande bolag; Law and Political Science;

    Sammanfattning : Gräsrotsfinansiering är ett relativt nytt digitaliserat finansieringsalternativ, som växer snabbt både på den svenska och den globala marknaden. Gräsrotsfinansieringsplattformarna syftar till att förmedla kontakten mellan kapitalsökande bolag och investerare. LÄS MER