Essays about: "Business ratios"

Showing result 11 - 15 of 107 essays containing the words Business ratios.

  1. 11. ESG: The Relationship Between “Ethical” Investing and Abnormal Returns

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Per Malm; [2022]
    Keywords : ESG; Abnormal Returns; High Minus Low; Asset Pricing Model; Business and Economics;

    Abstract : This essay examines the relationship between ESG and abnormal returns and its implications on investing. To investigate this topic, I allocate stocks into zero-investment portfolios based on high and low ESG, using three different weighting methods, equal weighting, value weighting and portfolio optimization. READ MORE

  3. 12. Decomposition of ETFs: Building a synthetic portfolio of ETFs major positions

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Donatas Gadlijauskas; Evelina Sarul; [2022]
    Keywords : ETF; Portfolio optimization; Sharpe ratio; VaR; GARCH; Business and Economics;

    Abstract : This paper investigates the performance of benchmark indices and according ETFs against the synthetic portfolios that were built using the five major holdings of the selected benchmark index and its ETF. Not only do we test the synthetic portfolios, but from them, we make optimal (re-balanced) portfolios using mean-variance optimization (with short-selling constraints). READ MORE

  4. 13. Housing for all and Construction for Profit: A Swedish Oxymoron

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Benoît Bourban; Joel Jensen; [2022]
    Keywords : Housing policy; Rental dwellings; nya Allbolagen; Competition law; Sweden;

    Abstract : This thesis examines the effect of nya Allbolagen on the quantity of rental dwellings built by municipal housing companies. Nya Allbolagen is a law that was enacted in 2011 with the goal of aligning with EU competition law by leveling the playing field in the Swedish housing market. READ MORE

  5. 14. Corporate Income Tax and Bank Leverage: Bank Leverage in the 2010s

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Cheng Chen; Rasmus Paulson; [2022]
    Keywords : corporate income tax; leverage; banks; debt bias; Business and Economics;

    Abstract : This paper studies the impact of corporate income taxation on leverage ratios (debts as a share of total assets) in the banking sector across 102 countries for the period 2012-2021, aiming to replicate the 2013 IMF paper ‘Taxation, Bank Leverage, and Financial Crises’ by Keen, De Mooij and Orihara. With a sample of 5,829 banks, a system GMM is used, together with a fixed effects model to compare the two estimators and enable comparison with previous studies. READ MORE

  6. 15. Nearly four decades later: Is accounting still useful in predicting business failure? Probabilistic business failure prediction on Nordic manufacturing firms

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Linus Haglund; Martin Roe Olufsen; [2021]
    Keywords : Business failure prediction; Probit analysis; Financial ratio analysis; IFRS; Decision relevance of accounting;

    Abstract : With the aim of examining whether accounting-based failure prediction models still can be used effectively, this thesis investigates how well prediction models classify a modern sample of firms applying IFRS. In doing so, this thesis anchors on the Skogsvik (1987) study and performs a three-step plan. READ MORE