Sökning: "the stock prize"

Visar resultat 1 - 5 av 6 uppsatser innehållade orden the stock prize.

  1. 1. Spectral Portfolio Optimisation with LSTM Stock Price Prediction

    Master-uppsats, KTH/Matematisk statistik

    Författare :Nancy Wang; [2020]
    Nyckelord :Artificial Neural Network; LSTM; Spectral factor model; Portfolio optimisation; Stock price prediction; Time series analysis; Risk estimation; Spectral risk; Frequency-specific beta decomposition; Artificiella neurala nätverk; LSTM; Spektralfaktormodell; Portföljoptimering; Aktieprispredikering; Tidsserieranalys; Riskestimering; Spektra risk; Frekvensspecifik beta dekomposition;

    Sammanfattning : Nobel Prize-winning modern portfolio theory (MPT) has been considered to be one of the most important and influential economic theories within finance and investment management. MPT assumes investors to be riskaverse and uses the variance of asset returns as a proxy of risk to maximise the performance of a portfolio. LÄS MER

  3. 2. ESG-betygs inverkan på riskjusterad avkastning : En granskning av finansiella bolag i norden

    Kandidat-uppsats, Högskolan i Gävle/Avdelningen för ekonomi

    Författare :Antti Åman; Toni Åman; [2020]
    Nyckelord :ESG; Carhart four-factor model; efficient market hypothesis; CSR; sustainable investing; ESG; Carharts fyrfaktormodell; effektiva marknadshypotesen; CSR; hållbart investerande;

    Sammanfattning : Syfte: Företagens påverkan på samhället kopplat till ansvarsfulla investeringar är inget nytt. De senaste årens ökade kapitalflöden från en bred samling investerare mot hållbara investeringar leder fram till den här studiens syfte: Syftet med uppsatsen är att genom en uppdelning av nordiska finansiella bolag i portföljer utifrån ESG-betyg undersöka om ESG-betyget påverkar den riskjusterade avkastningen i de olika portföljerna. LÄS MER

  4. 3. Ranstadverkets uranbrytning : Utifrån riksdagsbeslut 1959-1970

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för kulturvetenskaper (KV)

    Författare :Jakob Brandin; [2020]
    Nyckelord :Uranium; motions; propositions; the swedish government; the stock prize; world market prize; political parties; AB Atomenergi.; Uranbrytning; världsmarknadens uranpris; Riksdagen; regeringen; AB Atomenergi; politiska partier; miljöhistoria.;

    Sammanfattning : Abstract The studies purpose is to acknowledge if there are some differences between the decision against Ranstadverkets uranium mining depending on event that occur and affect the project. 1959 - 1970 is the years that are examine. The Swedish uranium mining was a hot subject between the political parties. LÄS MER

  5. 4. Extracting volatility smiles from historical spot data

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Emil Larsson; [2017]
    Nyckelord :Monte Carlo option pricing; empirical volatility smile; Business and Economics;

    Sammanfattning : The Black-Scholes model has been the fundamental framework for option pricing since its publication 1973, but it is known to have shortcomings. To correct for this, plenty of research in option pricing theory has been focused on calibrating a stochastic process to match asset behavior in the financial markets better than the geometric Brownian motion that Black-Scholes assume describe asset behaviour justly. LÄS MER

  7. 5. Twitter as "a Bloomberg for the Average Guy" - Investor Sentiment and the Market Impact of Social Media

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Charles Houdoy; Robin Ringkvist; [2016]
    Nyckelord :Behavioral economics; Market efficiency; Investor sentiment; Twitter; OMX Stockholm;

    Sammanfattning : The conflicting existing theories regarding behavioral economics and market efficiency are symbolized by 2013 Nobel Memorial Prize in Economic Sciences recipients, Eugene Fama and Robert Shiller. Indeed, the idea that investors may be driven by sentiment and hence, not always behave rationally, runs counter the "Efficient Market Hypothesis" stating that stocks always instantaneously incorporate all available relevant information, and therefore trade at their fair value on stock exchanges. LÄS MER