Essays about: "Index"

Showing result 31 - 35 of 2909 essays containing the word Index.

  1. 31. TRANSPARENCY AND THE RESOURCE CURSE IN GHANA: A CASE STUDY Changes since oil discovery

    University essay from Göteborgs universitet/Statsvetenskapliga institutionen

    Author : Amanda Alagic; [2023-06-29]
    Keywords : Resources curse; Ghana; Transparency; Oil; Corruption;

    Abstract : When a country has high levels of natural resources, they risk falling prey to the resource curse. Studies show a correlation between high levels of natural resources and corruption as well as lower quality institutions and less democracy. Transparency is a key precondition for accountability and mitigating corruption. READ MORE

  3. 32. Pursuit of Excess Returns: Deciphering Performance in European Buyout Funds A Detailed Exploration of Relative Returns and Their Determinants

    University essay from Göteborgs universitet/Graduate School

    Author : Gustav Blomdahl; Erik Hillestad Andréasson; [2023-06-29]
    Keywords : ;

    Abstract : This paper investigates the relative performance of European buyout funds compared to public markets. Using a sample of mature buyout funds, obtained from European limited partners, with vintages between 1995 and 2013, we find that a European buyout fund, on average, outperforms the STOXX Europe 600 index by 52% over its lifetime. READ MORE

  4. 33. Covered Call on an Index - A Comparative Study of Two Strategies

    University essay from Göteborgs universitet/Graduate School

    Author : Karin Carlsson; [2023-06-29]
    Keywords : Index Options; Covered Calls; Monte Carlo; Utility;

    Abstract : This thesis undertakes a comparative analysis of two ways of performing a covered call strategy on a dual asset index. The distinguishing factor between the two approaches pertains to the writing of the call options, where one approach involves writing the call option on the entire index, while the other involves writing options on each asset within the index separately. READ MORE

  5. 34. Comparison of High ESG Portfolio Performance in Germany and Switzerland

    University essay from Göteborgs universitet/Graduate School

    Author : Nino Shakulashvili; Saud Talic; [2023-06-29]
    Keywords : ESG; Portfolio Performance; Fama French; Carhart; Risk Factors; Value; Size; Momentum; Germany; Switzerland;

    Abstract : This study focuses on the relationship between stock return performance and sustainability, the latter taking the form of the Environmental, Social, and Governance (ESG) framework. The paper provides a comparative setting in which stocks of companies headquartered in Germany and Switzerland are examined. READ MORE

  6. 35. CAViaR and Cross-sectional quantile regression models to assess risk in S&P500 sectors

    University essay from Göteborgs universitet/Graduate School

    Author : Vladyslava Bab’yak; [2023-06-29]
    Keywords : Value-at-Risk; CAViaR; cross-sectional quantile regression; ; risk;

    Abstract : The aim of this thesis is to investigate the performance of different models used in risk management to identify and control risks that may negatively impact company operations due to unpredictable events. More specifically, the object of this paper is the discussion of a cross-sectional quantile regression model (CSQR) and the CAViaR model, which is a time series quantile regression model. READ MORE