Essays about: "Equity indices"

Showing result 1 - 5 of 63 essays containing the words Equity indices.

  1. 1. A Comparative Study on Green Mutual Equity Fund’s Financial Performance : International vs Domestic Fund Composition

    University essay from Umeå universitet/Företagsekonomi; Umeå universitet/Företagsekonomi

    Author : Janusa Aiyadurai; Mathias Brenckert; [2020]
    Keywords : Risk-adjusted rate of return; mutual fund; performance; green investing; international diversification; Modern Portfolio Theory; Stewardship Theory; Home Bias Theory; Behavioral Finance; Sharpe Index; Jensen Index; Treynor Index;

    Abstract : In this thesis the relationship between regional composition and risk-adjusted performance is evaluated concerning Swedish issued green mutual equity funds. By using three different indices; Sharpe, Jensen and Treynor, a relationship has been able to establish. READ MORE

  2. 2. Dependence Structures between Commodity Futures and Corresponding Producer Indices across Varying Market Conditions : A cross-quantilogram approach

    University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Nationalekonomi

    Author : Elin Borg; Ilya Kits; [2020]
    Keywords : Commodity futures contracts; Commodity producer index; Cross-quantilogram; Dependence structures; Spillovers; Tail dependence;

    Abstract : This thesis examines the dependence structures between commodity futures and corresponding commodity producer equity indices in bearish, bullish and normal market conditions. We study commodity futures and producer indices in the energy, precious metals, gold and agriculture commodity markets using daily return data that ranges from 16 December 2005 to 28 June 2019. READ MORE

  3. 3. Is the Eurozone an Optimal Currency Area? An investigation from a financial market´s perspective

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Niclas Stafsing; Carl Sandström; [2020]
    Keywords : Optimal Currency Area; Eurozone; Event study; Equity indices; 10-year government bond yield; Business and Economics;

    Abstract : The purpose of this study is to examine if the Eurozone is an Optimal Currency Area (OCA) or not. To do this we have examined if the European Central Banks monetary policy announcements have a significant impact on the equity markets and on the 10-year government bond yields in the Eurozone. READ MORE

  4. 4. Sustainable Bonds and Beyond: A Sustainable Alternative for Portfolio Diversification : An empirical study of sustainable bonds and existing asset classes from a volatility and correlation perspective in Sweden

    University essay from Umeå universitet/Företagsekonomi; Umeå universitet/Företagsekonomi

    Author : Tung Bui Ba; Javier Jo; [2020]
    Keywords : Responsible Investment; Sustainable Bonds; Swedish Market; Modern Portfolio Theory; Diversification; Volatility; Correlation; Hedging;

    Abstract : Increasing awareness of sustainable issues is just one of the ways how modern society has evolved. Due to the growing challenges faced by climate change and societal issues, our world has grown to be more innovative in the fight and support towards initiatives that will contribute to the long-term of the world we live in. READ MORE

  5. 5. THE MEDIATING ROLE OF STUDENT’S ACADEMIC SELF-BELIEFS IN STUDYING EDUCATIONAL EQUITY A comparison between Sweden and Ukraine in TIMSS 2011

    University essay from Göteborgs universitet/Institutionen för pedagogik och specialpedagogik

    Author : Oleksandra Mittal; [2019-12-20]
    Keywords : Academic self-beliefs; Science self-concept; Interest and Utility; Socioeconomic status mediators; Structural Equation Modelling with multiple mediators; Educational Equity; Sweden; Ukraine; TIMSS 2011;

    Abstract : Aim: The aim of this study is to enrich the understanding of student-level mechanismsinvolved in shaping (in)equity in educational outcomes among eight-graders in Swedenand Ukraine by examining the role of academic self-beliefs in science, represented bymotivational constructs of self-concept, interest and utility value, as mediators of theassociation between student socioeconomic status (SES) and achievement in science.Theory: Expectancy-value theory (EVT) of achievement motivation (Eccles (Parsons) et al. READ MORE