Essays about: "bond investor"

Showing result 1 - 5 of 37 essays containing the words bond investor.

1. 1. Sustainability-Linked Bonds - A Case Study of H&M

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Waldemar Andersson; Larysa Karsayeva; [2023]
   Keywords : Sustainability-linked bond; fast fashion; green financing; transition;

   Abstract : The thesis investigates the sustainability-linked bond issuance by fast fashion company H&M in the midst of the Covid-19 pandemic. The study contributes to existing literature by providing observations of real-world practitioners on the cost-benefit considerations of SLB issuance, in particular, challenging the notion of a "free lunch", conversely concluding that the greatest concern is attributed to potential reputational damage in the event of missed targets. READ MORE

3. 2. Understanding Green Bonds: An Empirical Study on Shareholder Value of Green Bonds and its Application in Corporations

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Alma Friberg; Alice Ålund; [2023]
   Keywords : Green Bonds; Sustainable Finance; Signaling; Corporate Sustainability;

   Abstract : In this paper, we conduct an event study to understand how equity investors react to the issuance of a corporate green bond. Furthermore, we interview five Swedish public companies that have issued green bonds. Our results from our event study indicate that there is no significant share price reaction concerning the issuance. READ MORE

4. 3. ESG Performance and Corporate Bond Spreads

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Carl Windmar; [2023]
   Keywords : ESG; Financial Performance; Z-spread; Bonds; Business and Economics;

   Abstract : This paper examines the impact of ESG performance on corporate bonds spreads. The spreads are determined by the risk factors of the investment and the demand by the capital markets. It is therefore analysed whether ESG affects these determinants. READ MORE

5. 4. Investigation of portfolio strategies by means of simulation

   University essay from Göteborgs universitet/Institutionen för matematiska vetenskaper

   Author : Alexander Schälin; [2022-07-01]
   Keywords : Constant proportion portfolio insurance; Option based portfolio insurance; Irrational fraction brownian motion; Constant elasticity of variance; Ho-Lee; Black- Derman-Toy;

   Abstract : Portfolio insurance strategies are constructed to limit an investors loss but still reward them when the market goes up. In this thesis we compare two portfolio insurance strategies, Constant proportion portfolio insurance (CPPI) and Option based portfolio insurance. READ MORE

6. 5. THE G-7 GOVERNMENT BOND MARKETS: A COINTEGRATION STUDY

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : William Fridström; [2022]
   Keywords : Cointegration; VECM; Goverment bond market; G-7; Market Integration; Business and Economics;

   Abstract : This thesis examines the long-run relationship among government bond total return indexes for the G-7 nations using weekly observations from 1993 to 2022. Using cointegration and error correction models, this study finds long-run relationships for the G-7 government bond markets as a group and evidence for pairwise cointegration between the US government bond market and many of the other G-7 government bond markets. READ MORE