Essays about: "Equity risk premium"
Showing result 11 - 15 of 46 essays containing the words Equity risk premium.
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11. Valuation of Additional Tier-1 Contingent Convertible Bonds (AT1 CoCo) : Accounting for Extension Risk
University essay from KTH/Matematisk statistikAbstract : The investment and financing instrument AT1, or Contingent Convertible bond, has become popular in the post-crisis capital markets, prompting interest and research in the academic world. The instrument's debt definition but equity boosting properties makes it rather extraordinary, and its stochastic features makes multiple mathematical valuation methodologies relevant, especially with regard to the risk of extending the call date of the instrument. READ MORE
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12. Does Quality Matter?
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : The purpose of this study is to investigate if there is any size effect in the Swedish stock market between April 2010 and December 2019, and if controlling for firms' quality improves the performance of a size-based investment strategy. The risk premium of firms with smaller market value of equity has since its discovery been under heavy scrutiny. READ MORE
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13. Performance Evaluation of Small- and Large-cap stocks - The importance of size effects on the Swedish equity market
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : This Bachelor´s thesis investigated the performance of small-cap stocks and large-cap stocks on the Swedish equity market (NASDAQ OMX) over the years 2011 to 2016. A number of studies focused on asset pricing have during the last decades indicated that the original Capital Asset Pricing Model (CAPM) is misspecified and has limited power to explain cross-sectional and temporal variations in expected equity returns. READ MORE
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14. Bitcoin: The New Digital Gold?
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : Bitcoin has become a mainstream in the financial world. It has several similarities with Gold as low correlation with stocks, inflation hedge, government decentralization and the no currency attachment. Therefore, the name of the new “Digital Gold”. This study compares Gold and Bitcoin, offered as an alternatives financial assets. READ MORE
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15. Optimal portfolio selection and risk-adjusted performance of 51 equity funds available in the Swedish premium pension
University essay from Högskolan i Jönköping/Internationella HandelshögskolanAbstract : In order to assure a livelihood for the working population after retirement, the national retirement pension was developed. The system is based on 18.5% of each tax-paying worker’s annual salary. The national retirement pension system in Sweden consist of two parts. READ MORE