Essays about: "thesis on index"

Showing result 1 - 5 of 424 essays containing the words thesis on index.

  1. 1. SWEDISH PRIVATE EQUITY - A study on perfomrance of Private Equity owned companies in Sweden

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Sofie Björk; Natanael Kvidal; [2018-02-20]
    Keywords : Private equity; Performance; Sweden; OMXXSCPI;

    Abstract : This thesis aims to study the possible superior performance of Swedish companies owned by Private Equity firms. This is achieved through constructing a panel dataset consisting of portfolio companies of the ten largest Swedish Private Equity firms and comparing their performance with companies derived from a small cap stock market index. READ MORE

  2. 2. The Impact of Foreign Direct Investment on the Stock Market Development in Sweden

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Rasmus Malcus; Mathias Persson; [2018-02-16]
    Keywords : FDI; Stock Market Development; European Union;

    Abstract : Previous research has found a significant relationship between FDI inflow and the domestic stock market development. However, the research mainly examines emerging economies that might benefit from foreign capital to a higher extent than a developed country. READ MORE

  3. 3. Forecasting High Yield Corporate Bond Industry Excess Return

    University essay from KTH/Matematisk statistik

    Author : Carlos Junior Lopez Vydrin; [2018]
    Keywords : ;

    Abstract : In this thesis, we apply unsupervised and supervised statistical learning methods on the high-yield corporate bond market with the goal of predicting its future excess return. We analyse the excess return of industry based indices of high-yield corporate bonds belonging to the Chemical, Metals, Paper, Building Materials, Packaging, Telecom, and Electric Utility industry. READ MORE

  4. 4. MIsbehaving Months

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Oscar Hallgren Johansson; [2018]
    Keywords : Seasonal Anomaly; Stockholm Stock Exchange; Return Patterns; OMXSPI; OMXS30; OMXSSCPI; Business and Economics;

    Abstract : This thesis searches for the presence of seasonal anomalies in monthly returns on the Stockholm Stock Exchange. Three indexes are investigated, one small-cap-index OMXSSCPI, one large-firm-index OMXS30, and one index containing all stocks on the exchange OMXSPI. Econometric regressions and statistical methods are used in order to investigate. READ MORE

  5. 5. Does real estate deliver diversification when needed the most? - A dynamic conditional correlation study of REITs in a mixed-asset portfolio

    University essay from Göteborgs universitet/Graduate School

    Author : Mathilda Keino; Malin Svensson; [2017-07-26]
    Keywords : REIT; Real Estate Investment Trusts; DCC-GARCH; dynamic conditional correlation; diversification; portfolio theory;

    Abstract : MSc in Finance.... READ MORE