Essays about: "Discount Pricing"
Showing result 11 - 15 of 31 essays containing the words Discount Pricing.
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11. Explaining the NAV Discount in REIT pricing - Evidence from the U.S.
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This paper investigates the relationship between stock price and net asset value (NAV) for 71 real estate investment trusts (REITs) in the U.S. between Q1/1998 and Q4/2018. More specifically, by testing for cointegration, we look for evidence of a long-term equilibrium between stock price and NAV. READ MORE
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12. Disruption of the current utility business by utilizing EV charging infrastructure to unlock grid flexibility : Possibilities for Blockchain technology
University essay from KTH/EnergiteknikAbstract : Den europeiska energisektorn genomgår numera en viktig övergång från en centraliserad elkraftförsörjning till distribuerad elproduktion från förnybara källor. Dessutom leder utfasningen av fossila bränslen till en ökning av antalet elfordon (här EV). READ MORE
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13. Nonparametric Asset Pricing with Conditioning Information
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This study sets out to be the very first in introducing the notion of a nonlinear pricing kernel in conditional asset pricing for the Swedish equity market. By implementing a flexible nonparametric methodology, we are able to conduct tests that are completely free from functional form specifications of time-varying betas, risk premia and the stochastic discount factor. READ MORE
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14. Value Investing on the Nordic Stock Market - Does the Magic Formula constitute a viable strategy for outperforming the market?
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : In this thesis we investigate if following the magic formula can yield superior investment returns in relation to the risk taken. The magic formula is a term coined by Joel Greenblatt, describing a systematic approach to successful stock investing. READ MORE
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15. Negative Rates in a Multi Curve Framework - Cap Pricing and Volatility Transformation
University essay from Lunds universitet/Matematisk statistikAbstract : The SABR model has for a long time been an invaluable tool for capturing the volatility smile and to price nancial derivatives not quoted in the market. However, the current negative rate environment in the EUR market has led to numerous challenges for nancial institutions. READ MORE