Essays about: "Portfolio Premiums"

Showing result 1 - 5 of 13 essays containing the words Portfolio Premiums.

1. 1. The Missing Ingredient: How to improve value investing in the information age

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

   Author : Robin Grawe; Kjell Thomsen; [2023]
   Keywords : Value investing; Fama-French; Intangible Assets; Accounting-based valuation;

   Abstract : This thesis aims to inform a value investing strategy in specific niches of European firms by adjusting the book-to-market (B/M) ratio for intangible assets. An increase in intangible assets' importance for corporate value creation coupled with a lack of amendments to their accounting treatment has led to debates on the value relevance and accuracy of accounting information, including the B/M ratio used to derive value premiums. READ MORE

3. 2. Fund Managers' Awareness of Announcement Premiums: A Study on Fund Managers' Investment Decisions

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Thomas Paal; Anton Svensson; [2023]
   Keywords : Mutual Funds; Earnings Announcement Premium; Macroeconomic Announcement Premium; Decreasing Exposure; Fund Outflows;

   Abstract : In this paper, we interview fund managers of actively managed Swedish mutual funds to understand how they trade around earnings announcements. Based on an academic paper that we use as the basis for our paper, the authors of the paper find that fund managers on average tend to decrease their exposure to stocks ahead of earnings announcements, even though there is a significantly increased risk-reward and earnings announcement premium to earn ahead of the announcements. READ MORE

4. 3. Inflation Index for the House and Content Portfolio : A Model to Calculate the Future Claim Costs for Trygg-Hansa

   University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

   Author : Nadine Eklund; [2023]
   Keywords : Inflation Index; Claim Costs; Time Series Forecasting; Trygg-Hansa;

   Abstract : Trygg-Hansa is a Swedish insurance company that specializes in business insurance, home insurance, vehicle insurance, and personal insurance. This work focuses on Trygg-Hansa’s House and Content portfolio, which insures customers’ homes, both the building itself and its contents. READ MORE

5. 4. Unveiling the Cause of NAV-Discounts of Swedish Closed-End Funds

   University essay from Göteborgs universitet/Graduate School

   Author : Eleonor Harrysson; Joel Johansson; [2022-06-30]
   Keywords : Closed-end funds; NAV-discount; non-public holdings; portfolio concentration; ownership concentration; dividend yield; past performance; PCSE; panel data study;

   Abstract : Closed-end funds (CEF) have long been a crucial intermediary in the Swedish financial market by providing relatively inexpensive investment opportunities through their portfolio of public and non-public securities. Interestingly, although CEFs worldwide have been traded at a value below the cumulative value of their underlying portfolio, i.e. READ MORE

6. 5. Is there a Real Estate Portfolio Premium? : An Empirical Analysis of Portfolio Premiums

   University essay from KTH/Fastigheter och byggande

   Author : Frida Carlsson; Malin Strömberg; [2021]
   Keywords : Portfolio Premiums; Price Premiums; Transactions; Swedish Real Estate Market; Property Segments; Portföljpremier; Prispremier; Transaktioner; Svenska Fastighetsmarknaden; Fastighetssegment;

   Abstract : This thesis aims to explore if the existence of portfolio price premiums can be verified and if they differ in time and over property segments. The purpose is to contribute with valuable insights within the field of portfolio premiums in the real estate industry. In order to explore this further a regression model was developed. READ MORE