Sökning: "risk-return"

Visar resultat 1 - 5 av 80 uppsatser innehållade ordet risk-return.

  1. 1. VC Funding & Success of Clean Tech Startups: Impact of Exogenous Demand Shocks

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

    Författare :Jakub Horyna; Finn Aretz; [2023]
    Nyckelord :Venture Capital; Clean Technology; Demand Shocks;

    Sammanfattning : Using a dataset of 51,184 global early-stage venture capital (VC) financing rounds, we examine the impact of exogenous demand shocks on VC funding and success rates in the clean technology sector. Specifically, we investigate the repercussions of the Fukushima Nuclear Disaster (2011) and the Paris Agreement (2015). LÄS MER

  2. 2. Bitcoin - is it worth our dime? Bitcoin's effect on portfolio returns and its properties in a Swedish setting.

    Kandidat-uppsats,

    Författare :Max Bernhardtz; Joakim Eriksson; [2022-07-04]
    Nyckelord :;

    Sammanfattning : Bitcoin made its way into the consciousness of investors and the general public around 2015. Growing in popularity from there and inspiring the creation of many other crypto currencies along the way, it has been subject to several hypes and sharp declines since. LÄS MER

  3. 3. Employee representation on the board of directors and its implications on corporate risk- A quantitative study on diverging stakeholder preferences

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Filip Engelholm; Lukas Nyström; [2022-06-30]
    Nyckelord :Board level employee representation; Codetermination; Risk preferences; Stakeholder incentives; Agency conflict; Corporate governance;

    Sammanfattning : This study investigates how board-level employee representation (BLER) impacts the risk profile of a firm. More specifically, it investigates whether the binary presence of employees in the board room, or the relative ratio of votes allocated to employees, leads to reduced total, idiosyncratic, or systematic risk. LÄS MER

  4. 4. Factor Investing and ESG Integration in Regime-switching Models- An Empirical Study on ESG Factor Integration Using Infinite Hidden Markov Models

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Arien Haghshenas; Martin Karim; [2022-06-29]
    Nyckelord :ESG; Hidden Markov Models; Factor investing; Machine learning; Portfolio construction; Regime-switching models;

    Sammanfattning : ESG investing is an active area of interest, both for the investment and academic communities. However, research is inconclusive on the financial benefits of integrating ESG factors in portfolio construction. LÄS MER

  5. 5. Algoritmiska fonder – Den effektiva investeraren? En kvantitativ jämförelse av svenska algoritmiska fonder och MSCI globala aktieindex

    Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

    Författare :Zeinab Al-Hussinawy; Joel Woldemichael; [2021-06-30]
    Nyckelord :Algoritmisk handel; volatilitet; risk; avkastning; världsindex; svenska fonder; Algorithmic trading; volatility; risk; return; world index; Swedish funds;

    Sammanfattning : Bakgrund och problemdiskussion: Den finansiella marknaden har alltid varit ett föränderligt område och utvecklingen av tekniken på marknaden under det senaste årtiondet har bidragit med innovativa och komplexa verktyg för handel av värdepapper. Det finns dock en problematik kring informationshantering och en svårighet av att analysera en mängd data på kort tid. LÄS MER