Essays about: "P E index"

Showing result 1 - 5 of 47 essays containing the words P E index.

  1. 1. Environmental performance and sovereign bond yields: Evidence from emerging markets

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Kristin Unga; [2023]
    Keywords : sovereign yields; environmental performance; principal component analysis; Business and Economics;

    Abstract : This thesis analyses if investors price a country’s environmental (E) performance into sovereign bond yields. The sample consists of 17 emerging countries from 2011 to 2020. READ MORE

  3. 2. Parameter Update Schemes for Hidden Markov Models applied to Financial Returns

    University essay from Lunds universitet/Matematisk statistik

    Author : Sigfrid Forsberg; [2022]
    Keywords : Markov Chain; Finance; Hidden Markov Model; Generalized Autoregressive Score Model; S P-500; Nikkei; Adaptive Model; Volatility; Regime-switching Model; Line-Search Algorithm; Predictor-Corrector; Quasi-Newton; Mathematics and Statistics;

    Abstract : This thesis was dedicated to investigating the use of different parameter update schemes for Hidden Markov models with time-varying parameters, with an emphasis on developing alternatives to the quasi-Newton step. The focus was on applications to financial returns, using data from the S\&P-500 and the Nikkei index, and for comparison, a trial using synthetic data was also performed. READ MORE

  4. 3. Does a portfolio of growth stocks outperform a portfolio of value stocks? : Evidence from Sweden and Norway

    University essay from Umeå universitet/Företagsekonomi

    Author : Lina Andersson; Daniella Holmgren; [2022]
    Keywords : Growth stocks; Value stocks; P E ratio; Sharpe ratio; Jensen’s alpha; behavioural finance; efficient market hypothesis; financial crises;

    Abstract : A high return is a driving factor for most investors. The ways to reach success are many and different investment strategies on how to earn high returns have been discussed for decades. READ MORE

  5. 4. The role of bed sediments for fractionation of phosphorus in remediated ditches in Sweden

    University essay from SLU/Dept. of Soil and Environment

    Author : Emma Ryding; [2022]
    Keywords : Phosphorus fractionation; agricultural stream; sediment; two-stage ditch; eutrophication;

    Abstract : Sweden’s environmental quality objectives “A varied agricultural landscape” and “Zero eutrophication”, aims to ensure food production while reducing negative impact from fertilizers on the environment. The input ceilings of nutrient concentrations in the Baltic Sea are still critical. READ MORE

  6. 5. The Value and Growth Investment Strategies on the Swedish Stock Market : Is it financially beneficial to invest in stocks based on the value of their P/E and P/B multiples?

    University essay from Linköpings universitet/Produktionsekonomi

    Author : Beatrice Forsberg; Johan Sundqvist; [2022]
    Keywords : investment strategies; value investing; growth investing; P E; P B; Swedish stock market; OMXSGI; efficient market hypothesis;

    Abstract : Background: As the goal of most investors is to generate excess returns as compared tothe broad market, different investment strategies to perform such a feat have been studied thoroughly for decades. One strategy which has performed particularly well is the value investment strategy, where securities that appear cheap relative to some of their fundamental values are invested in. READ MORE