Essays about: "Outperformance"

Showing result 1 - 5 of 44 essays containing the word Outperformance.

1. 1. 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

3. 2. Exchange Rate and Equity Market Dependence under Shifts in Volatility Expectations

   University essay from Lunds universitet/Matematisk statistik

   Author : Vilhelm Samuelsson; [2023]
   Keywords : Exchange rates; Equity markets; Volatility; ARMA-GARCH; Copula; Exchange rate determination; Safe-haven; Portfolio rebalancing; Return chasing; Mathematics and Statistics;

   Abstract : Exchange rate movements have important implications for both policy makers and investors, as they can have large effects on the real economy and the return on investments. Lately, their relation to capital flows have attracted growing interest due to the failure of macroeconomic fundamentals to explain them. READ MORE

4. 3. Swedish Acquisitions With A Long-Term Perspective. Comparing the Performance of Single and Serial Acquirers.

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Fanny Aleksandra Hulmi; Alessia Lovato; [2023]
   Keywords : M A; acquisitions; serial acquirers; long-term performance; BHAR.; Business and Economics;

   Abstract : This study examines the long-term post-acquisition performance of acquirers, both serial and single, in Sweden within a time frame spanning from 2000 to 2022. The post-acquisition performance is evaluated using a long-term event study, employing the Buy-and-Hold Abnormal Returns (BHAR) methodology. READ MORE

5. 4. Unveiling Value Dynamics: A Comparative Analysis of Underpricing and Long-Term Performance Among PE-Backed, VC-Backed, and Non-Backed IPOs in the Swedish Market

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Markus Tingvall; Jing Ni; [2023]
   Keywords : Initial Public Offering; Private Equity; Venture Capital; Underpricing; Long-term performance;

   Abstract : This research investigates initial underpricing and subsequent long-term aftermarket performance of private equity-backed, venture capital-backed and non-backed initial public offerings (IPOs) in the Swedish market. With a sample of 401 IPOs from January 2011 to December 2021 on the Nasdaq Stockholm and Nordic Growth Market, the study delves into the distinctive firm and IPO characteristics of the three categories. READ MORE

6. 5. Broken promises: The failure of green stock outperformance in Europe - the importance of rating coherence

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi; Handelshögskolan i Stockholm/Institutionen för företagande och ledning

   Author : Ellen Hådén; Ebba Graff-Lonnevig; [2023]
   Keywords : Sustainable investing; ESG; Environment; Climate change; Green stocks;

   Abstract : Increasing interest for sustainable investment have caused a trend within the investment sector towards more ESG engagements. Our study finds no outperformance of green portfolios over brown portfolios, when using industry-adjusted environmental pillar scores. The same applies when controlling for unexpected climate concerns. READ MORE