Essays about: "stock market bond"

Showing result 1 - 5 of 56 essays containing the words stock market bond.

  1. 1. Impact of Covid-19 on students' financial asset allocation: A Jönköping University study : Quantitative research study on students’ attending Jönköping University financial asset allocation prior and post Covid-19 with different risk attitudes.

    University essay from Jönköping University/IHH, Företagsekonomi

    Author : Axel Koch; [2023]
    Keywords : Financial asset allocation; Risk-averse; risk-neutral risk-preference; economic uncertainty; Market fluctuations; Expected utility theory.;

    Abstract : Background: Since the emergence of Covid-19 has it reaped and created havoc within every segment of society on a national and global scale. The financial market experienced significant declines and losses but some asset items handled the fluctuations better than others. READ MORE

  3. 2. Predicting the Movement of the S&P 500 Index using Machine Learning

    University essay from Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionen

    Author : Bakary Bah; [2023]
    Keywords : Machine Learning; S P 500 Index; Random Forest; Logistic Regression; Business and Economics;

    Abstract : Predicting the stock market has been a longstanding topic of interest in financial research. It is regarded as a highly challenging but important task given the vital role the financial markets play in shaping the global economies. In this thesis, the goal is to predict the movement of the S&P 500 Index using machine learning methods. READ MORE

  4. 3. Forecasting gold returns using principal component analysis from a large number of predictors

    University essay from Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionen

    Author : Fredrik Allgén; [2023]
    Keywords : Forecasting; PCA; Gold; ARMA; Business and Economics;

    Abstract : Gold is known in the financial world to be an important asset in unstable periods, especially as a hedge against inflation. If the gold price can be forecasted, it will be possible to strategically invest in gold rather than acquire it as a last-minute hedge against economic downturns. READ MORE

  5. 4. Green Bonds : A study on the signaling effects of issuing green bonds in the Swedish real estate sector

    University essay from KTH/Fastighetsekonomi och finans

    Author : Sophia Solberg; Wilma Olofsson; [2023]
    Keywords : Green bonds; Sustainability; Stock Market Reaction; Signaling Theory; Efficient Market Hypothesis; Real Estate Sector; Gröna Obligationer; Hållbarhet; Marknadsreaktioner; Signaleringsteorin; Effektiv Marknadshypotes; Fastighetssektorn;

    Abstract : Green bonds have rapidly increased in popularity over the past years, and are often seen as afacilitator in achieving the Paris Agreement of limiting global warming to 2°C. The Swedishreal estate sector is one of the most frequent issuers in the Swedish green bond market, as itstands for 49% of the total volume outstanding. READ MORE

  6. 5. 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