Essays about: "FTSE"

Showing result 1 - 5 of 25 essays containing the word FTSE.

  1. 1. ESG and Fund Performance Comparing Funds with Different Strategic Benchmarks

    University essay from

    Author : Jesper Carlsson; Erik Olofsson; [2023-07-03]
    Keywords : ESG; Efficient Market Hypothesis; Risk-Adjusted Return; Strategic Benchmarks;

    Abstract : This thesis aims to identify if there is a positive relationship between ESG and fund performance, and if this relationship is different depending on the strategic benchmark of the funds and how they differ between the given strategic benchmark. Four groups of funds connected to a specific strategic benchmark are divided based on their ESG score into a high ESG score group and low ESG score group. READ MORE

  3. 2. Audit scope: disclosure practice and implications on audit pricing and audit delay

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

    Author : Zhixing Liu; Shiyuan Xu; [2023]
    Keywords : Audit fee; Audit delay; Audit scope; Audit process;

    Abstract : Using a sample of FTSE 100 firms spanning from 2019 to 2022, this study documents auditors' audit scope disclosure in practice after the introduction of revised auditing standards related to auditors' report in the UK. We provide evidence on actual disclosure of audit components and audit coverage benchmarks used. READ MORE

  4. 3. A study of forecasts in Financial Time Series using Machine Learning methods

    University essay from Linköpings universitet/Statistik och maskininlärning

    Author : Mowniesh Asokan; [2022]
    Keywords : Timeseries; Financial Timeseries; Forecasting; LSTM; ARIMA; Hybrid ARIMA-GARCH;

    Abstract : Forecasting financial time series is one of the most challenging problems in economics and business. Markets are highly complex due to non-linear factors in data and uncertainty. It moves up and down without any pattern. READ MORE

  5. 4. Nordic IPOs and Private Equity affiliation

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Rasmus Selin; Sebastian Wigartz; [2020]
    Keywords : Initial Public Offering; Private Equity; Nordic market; After-market performance; Business and Economics;

    Abstract : Using a sample of 250 Nordic IPOs, consisting of private equity-backed (PE) and non-backed (NB) issues from January 2010 to March 2017, this paper examines the long-term performance of IPOs in the Nordic market. We compare and contrast the after-market performance of PE-backed IPOs to NB IPOs in an event study regime. READ MORE

  6. 5. Multivariate Risk: From Univariate to High-Dimensional Graphical Models

    University essay from Lunds universitet/Statistiska institutionen

    Author : Erik Oldehed; [2020]
    Keywords : Block Maxima; Mean Excess Plot; Tail Risk; Cross-Validation Threshold Selection; Graphical Lasso; Nonparanormal Distribution.; Mathematics and Statistics;

    Abstract : We present a comparison of different univariate and multivariate extreme value risk models. Our focus is on exploring how these can be used to model financial risk. We use simulated as well as real data and compare deterministic and cross-validation threshold selection methods for the GP model to a GEV model. READ MORE