Essays about: "Nordic Equities"

Showing result 1 - 5 of 6 essays containing the words Nordic Equities.

1. 1. Does size have an impact on Nordic Hedge Funds Performance?

   University essay from

   Author : Axel Johansson; Robert Rohlén; [2021-06-30]
   Keywords : Nordic Hedge Fund Returns; Seven Factor Model; Excessive Returns; Risk Adjusted Alpha;

   Abstract : The paper examines the potential relationship between hedge fund’s size of assets under management and performance in the Nordic countries. We employ a modified version of the Fung and Hsieh’s seven-factor model to estimate the different hedge funds risk adjusted alphas, as a proxy for performance. READ MORE

3. 2. Value Relevance of Environmental, Social, and Governance (ESG) Performance: Evidence from the Nordics

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Cheuk Hee Cheung; [2020]
   Keywords : Equity Valuation; Environmental Performance; Social Performance; Governance Performance; Financial Accounting;

   Abstract : This study looks at the value relevance of ESG performance factors in Nordic companies during the period 2014 to 2018. Data are collected from the Resility Nordic Compass Sustainable Economics Datasets, Finbas and S&P Capital IQ. Relationships of market value of Nordic companies and corporate ESG performance are explored. READ MORE

4. 3. Evaluating the Viability of Merger Arbitrage in Nordic Equities

   University essay from Uppsala universitet/Nationalekonomiska institutionen

   Author : Victor Hansen; Erik Lindholm-Röjestål; [2019]
   Keywords : Merger arbitrage; Nordic equity market; Mergers Acquisitions; Risk arbitrage; Cash mergers;

   Abstract : This thesis aims to examine whether a merger arbitrage strategy is able to generate market neutral alpha in the Nordic region. Similar studies of merger arbitrage strategies in both the US and Australian market find market neutral alpha. READ MORE

5. 4. Environmentally Responsible Investing in the Nordic Stock Market

   University essay from Göteborgs universitet/Graduate School

   Author : Michael Agyapong Boateng; [2016-12-22]
   Keywords : Responsible Investing; Positive Screening; Decarbonization; Value-at-Risk; Expected Shortfall; Score-weighted Index;

   Abstract : The study uses positive screening technique to select equities with high environmental scores in the Nordic Stock market. Variant portfolios of the top 10 to 40 stocks were formed using di↵erent weighting schemes and their returns and risk measures compared to that of the OMX Nordic 40 Index. READ MORE

6. 5. Generating Excess Returns through Value Investing - Evidence from the Nordic Equity Markets

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

   Author : Aleksandr Kuznecov; Jonas Fredriksson; [2013]
   Keywords : Value Investing; Nordic Equities; Excess Returns;

   Abstract : This study evaluates the performance of different value investing strategies. The strategies involve investing in publicly listed companies at the Nordic market from 1998 to 2012. Two standard portfolios were formed based on strategies by the widely acclaimed originator of value investing Benjamin Graham and hedge fund manager Joel Greenblatt. READ MORE