Essays about: "Equity market"

Showing result 11 - 15 of 831 essays containing the words Equity market.

  1. 11. The Other Side of Equity Valuation: Unlock The Power of Expectations-Based Investing with a Reverse-Engineered Valuation Model

    University essay from Handelshögskolan i Stockholm/Institutionen för marknadsföring och strategi

    Author : Lucas Nilsson; Isabelle Persson; [2023]
    Keywords : Corporate Valuation; Expectations-Based Investing; Residual Income Valuation Model; Return on Equity; Reverse-Engineered Valuation;

    Abstract : Corporate valuations models have extensive use in practice and are cornerstones in the academic setting of finance. Traditional valuation models have the function to calculate the intrinsic value of a company on the basis of the forecasted performance of a company. READ MORE

  3. 12. Flight to climate: liquidity commonality in brown equities

    University essay from Stockholms universitet/Företagsekonomiska institutionen

    Author : Haiping Yu; [2023]
    Keywords : ESG; ESG Investing; Climate investing; Liquidity Commonality; Systematic Liquidity Risk;

    Abstract : Emerging ESG studies have established a negative equilibrium correlation between ESG factors and stock returns in an economy predominately influenced by investors with nonpecuniary preference over high ESG credentials. However, little research has delved into a potential systematic liquidity risk phenomenon associated with aggregate trading activities of ESG-motivated investors who share a common nonzero ESG preference component in their utility function. READ MORE

  4. 13. Exchange Rate and Equity Market Dependence under Shifts in Volatility Expectations

    University essay from Lunds universitet/Matematisk statistik

    Author : Vilhelm Samuelsson; [2023]
    Keywords : Exchange rates; Equity markets; Volatility; ARMA-GARCH; Copula; Exchange rate determination; Safe-haven; Portfolio rebalancing; Return chasing; Mathematics and Statistics;

    Abstract : Exchange rate movements have important implications for both policy makers and investors, as they can have large effects on the real economy and the return on investments. Lately, their relation to capital flows have attracted growing interest due to the failure of macroeconomic fundamentals to explain them. READ MORE

  5. 14. Predictive Modeling and Statistical Inference for CTA returns : A Hidden Markov Approach with Sparse Logistic Regression

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Oskar Fransson; [2023]
    Keywords : Probability theory; Statistical inference; finance; CTA; managed futures; machine learning; statistical learning; stochastic process; sparse logistic regression; Markov Chain Monte Carlo; Hidden Markov model;

    Abstract : This thesis focuses on predicting trends in Commodity Trading Advisors (CTAs), also known as trend-following hedge funds. The paper applies a Hidden Markov Model (HMM) for classifying trends. Additionally, by incorporating additional features, a regularized logistic regression model is used to enhance prediction capability. READ MORE

  6. 15. Something's in the Air: Exploring Wind Power Investment Incentives in Sweden

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Herman Rogefors; William Karlsson; [2023]
    Keywords : Wind Power; Merit Order Effect; Swedish Electricity Market; Firm Profitability; Investments;

    Abstract : Swedish wind power generation levels have shifted materially over the last decade, nearly accounting for 20% of the total electricity supply by the end of 2021. Along with rapid infrastructure development, industry ownership structures have changed, and foreign equity in wind power is estimated to increase from 36% in 2016 to 66% in 2024. READ MORE