Essays about: "Marginal Investor"
Showing result 1 - 5 of 7 essays containing the words Marginal Investor.
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1. Possibilities to Reduce the Information Gap between Foreign Investors & the Swedish Real Estate Market : The Importance of Cooperation with an Operating Partner
University essay from KTH/Fastigheter och byggandeAbstract : This master thesis project aims to evaluate the importance of availability of operating partners for foreign investors as they decide whether or not to make an investment on the Swedish market. The study will also evaluate if the cooperation with operating partners could contribute to a reduction of the information gap between foreign investors and the Swedish real estate market, and if that could ultimately lead to an increase in the inflow of foreign capital to Sweden. READ MORE
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2. Robust portfolio optimization with Expected Shortfall
University essay from KTH/Matematisk statistikAbstract : This thesis project studies robust portfolio optimization with Expected Short-fall applied to a reference portfolio consisting of Swedish linear assets with stocks and a bond index. Specifically, the classical robust optimization definition, focusing on uncertainties in parameters, is extended to also include uncertainties in log-return distribution. READ MORE
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3. Pricing of European Options with Subjective Probability : Ambiguity aversion in the options market during the European sovereign debt crisis
University essay from Umeå universitet/NationalekonomiAbstract : This essay develops an option pricing formula where the market participantsare assumed to not follow a uniform approach with respect to uncertainty thatarises under extreme market events. By using a continuous Choquet randomwalk for modeling asset dynamics, as well as including marginal utility, an optionprice kernel is obtained- this is opposed to the unique price that arises inthe standard MMBS framework. READ MORE
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4. Complex Parsimony in Equity Valuation - An Empirical Assessment of Model Design and the Incremental Effects of Complexity
University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringAbstract : When deciding on a valuation model, an investor must be attentive to the juxtaposition between the usefulness, driven by complexity, and the simplicity of that particular model. This thesis employs an examination of four parsimonious equity valuation models (dividend discount model [DDM], residual income valuation model [RIV], abnormal earnings growth model [AEG], and the Ohlson-Juettner-Nauroth model [OJ]) and their usefulness in relation to the Nordic stock exchanges. READ MORE
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5. The Swedish Premium Pension: Should an investor actively select funds or keep the default option?
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This paper examines the two alternatives currently available to Swedish employees for the investment of their PPM pension contributions. The aim of the study is to conclude which alternative is more beneficial: to actively select which mutual funds to contribute to or to passively invest pension contributions in the default option, Premiesparfonden. READ MORE
