Essays about: "Equity"

Showing result 6 - 10 of 1143 essays containing the word Equity.

  1. 6. CSR disclosure and decision usefulness - are firms aware of what information users find as useful? A study investigating the dichotomy in perceptions between reporters and users

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

    Author : Naosil Hanna; Oscar Bjurviken; [2019]
    Keywords : CSR; Sell-side equity analysts; Equity valuation; Investment relations;

    Abstract : This thesis investigates the identified research gap concerning the area of sell-side equity analysts' informational needs and preferences, relating to the relevance and usefulness of the informational value in CSR disclosure. An exploratory, qualitative study has been made to investigate the dichotomy in perceptions between reporters and users. READ MORE

  2. 7. Measuring the impact of strategic and tactic allocation for managed futures portfolios

    University essay from KTH/Matematisk statistik; KTH/Matematisk statistik

    Author : Alva Engström; Filippa Frithz; [2019]
    Keywords : ;

    Abstract : The optimal asset allocation is an ever current matter for investment managers. This thesis aims to investigate the impact of risk parity and target volatility on the Sharpe ratio of a portfolio consisting of futures contracts on equity indices and bonds during the period 2000-2018. READ MORE

  3. 8. PC Regression, Vector Autoregression, and Recurrent Neural Networks: How do they compare when predicting stock index returns for building efficient portfolios?

    University essay from KTH/Optimeringslära och systemteori; KTH/Optimeringslära och systemteori

    Author : David Hallberg; Erik Renström; [2019]
    Keywords : PC Regression; Vektorautoregression; och Återkopplande Neurala Nätverk: En jämförelse mellan deras förmåga att prognostisera aktieindexavkastning för att konstruera effektiva portföljer; Huvudkomponentregression; vektorautoregression; LSTM; återkopplande neurala nätverk; portföljteori; portföljoptimering; maskininlärning; makroekonomi; finans; aktieavkastning; aktieindex;

    Abstract : This thesis examines the statistical and economic performance of modeling and predicting equity index returns by application of various statistical models on a set of macroeconomic and financial variables. By combining linear principal component regression, vector autoregressive models, and LSTM neural networks, the authors find that while a majority of the models display high statistical significance, virtually none of them successfully outperform classic portfolio theory on efficient markets in terms of risk-adjusted returns. READ MORE

  4. 9. The Rise of Populism: Effect on National Stock Market Returns and Volatility

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Gabriella Bergström; Felix Orth; [2019]
    Keywords : Populism; Equity Returns; Volatility; Europe;

    Abstract : This paper investigates whether the increase in electoral success of populist extreme parties has an impact on short-term equity market returns and volatility by looking at a sample of 192 European elections. Using a cross-national regression methodology, we find that a large change in the share of seats in the national parliament held by populist extreme parties has a negative impact on national equity market returns. READ MORE

  5. 10. Private Equity Centrality and Club Deal Formation: Evidence from a Social Network Analysis - Subsample Analysis and Social Network Analysis in the Nordic Countries

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Francesco Brambati; [2019]
    Keywords : Private Equity; Club Deals; Social Network Analysis; Centrality;

    Abstract : In this paper, we investigate the structure of the network of relationships established between private equity firms when they form acquisition consortiums. We collected information on 1562 private equity transactions, including both sole-sponsored and club deals, across the period 2000-2017. READ MORE