Essays about: "FTSE INDEX"

Showing result 1 - 5 of 11 essays containing the words FTSE INDEX.

1. 1. Nordic IPOs and Private Equity affiliation

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Rasmus Selin; Sebastian Wigartz; [2020]
   Keywords : Initial Public Offering; Private Equity; Nordic market; After-market performance; Business and Economics;

   Abstract : Using a sample of 250 Nordic IPOs, consisting of private equity-backed (PE) and non-backed (NB) issues from January 2010 to March 2017, this paper examines the long-term performance of IPOs in the Nordic market. We compare and contrast the after-market performance of PE-backed IPOs to NB IPOs in an event study regime. READ MORE

3. 2. Multivariate Risk: From Univariate to High-Dimensional Graphical Models

   University essay from Lunds universitet/Statistiska institutionen

   Author : Erik Oldehed; [2020]
   Keywords : Block Maxima; Mean Excess Plot; Tail Risk; Cross-Validation Threshold Selection; Graphical Lasso; Nonparanormal Distribution.; Mathematics and Statistics;

   Abstract : We present a comparison of different univariate and multivariate extreme value risk models. Our focus is on exploring how these can be used to model financial risk. We use simulated as well as real data and compare deterministic and cross-validation threshold selection methods for the GP model to a GEV model. READ MORE

4. 3. Value at Risk and Expected Shortfall risk measures using Extreme Value Theory

   University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Author : Peter Johansson; [2019-01-22]
   Keywords : Extreme Value Theory; Generalized Pareto Distribution; Point-Over-Threshold method; risk measures; Value at Risk; Expected Shortfall;

   Abstract : Calculating risk measures as Value at Risk (VaR) and Expected Shortfall (ES) has become popular for institutions and agents in financial markets. A main drawback with these risk measures is that they traditionally assume a specific distribution, as the Normal distribution or the Student’s t distribution. READ MORE

5. 4. National Culture and Gender: Effects on Compensation Gap and Company Performance

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Giovania Kartika; Stefanie Kappel; [2019]
   Keywords : Executive Compensation Gap; Culture; Gender; Tournament Theory; Behavioural Theory; Business and Economics;

   Abstract : The purpose of this paper is to study the effect of gender and national culture on the compensation gap between CEOs and other members of top management and the company performance. The theoretical framework consists of previous research on gender differences, national culture and the effects of compensation gaps on company performance. READ MORE

6. 5. Mind the Gap: A characterisation of UK corporate sustainability through reporting by FTSE 100 listed companies

   University essay from Lunds universitet/Internationella miljöinstitutet

   Author : Joshua Newton; [2018]
   Keywords : Sustainability reporting; corporate governance; corporate social responsibility; UK; FTSE 100; scoring model; content analysis; Business and Economics;

   Abstract : As a de facto leader in corporate governance and sustainability reporting (SR), this study provides a thorough and comprehensive characterisation of SR among the UK’s leading companies. A content analysis was undertaken of key corporate communications across a sample of 66 constituents listed on the London/ Financial Times Stock Exchange (FTSE) 100 index. READ MORE