Essays about: "Pricing"

Showing result 1 - 5 of 998 essays containing the word Pricing.

  1. 1. Distributional Dynamics of Fama-French Factors in European Markets

    University essay from KTH/Matematisk statistik

    Author : Wilmer Löfgren; [2020]
    Keywords : Fama-French factors; NGARCH; Copula; Value-at-Risk; Risk model evaluation; Fama-French-faktorer; NGARCH; Copula; Value-at-Risk; Utvärdering av riskmodeller;

    Abstract : The three-factor model of Fama and French has proved to be a seminal contribution to asset pricing theory, and was recently extended to include two more factors, yielding the Fama-French five-factor model. Other proposed augmentations of the three-factor model includes the introduction of a momentum factor by Carthart. READ MORE

  2. 2. Does the sinner beat the saint? An empirical study of the Nordic stock market

    University essay from Göteborgs universitet/Graduate School

    Author : Jonathan Winberg; [2019-11-27]
    Keywords : Sin Stocks; Sin Stock Anomaly; Nordic Stock Market; Fama-French Three-Factor Model; CAPM; Asset Pricing Models; Portfolio Asset Management; OLS; Gambling; Tobacco; Alcohol; Weapons; Oil Gas; Self-Financing; Portfolio Strategy;

    Abstract : MSc in Finance.... READ MORE

  3. 3. THE REAL ECONOMIC EFFECTS OF MONETARY POLICY: CONSIDERING ASSET PRICES AND HOUSEHOLD DEBT

    University essay from Göteborgs universitet/Graduate School

    Author : ERIK THORDENBERG; [2019-10-21]
    Keywords : MONETARY POLICY; ASSET PRICES; DEBT CHANNEL; CONSUMPTION WEALTH CHANNEL;

    Abstract : MSc in Economics.... READ MORE

  4. 4. ‘The future of innovative partnerships’ - How can large global corporations and startups form successful collaborations?

    University essay from Göteborgs universitet/Graduate School

    Author : Daniel Gustafsson; Johanna Herstedt; [2019-09-20]
    Keywords : Preferred customer theory; Startup- and large corporation-collaborations; Innovative suppliers; Asymmetric relationships; partnerships; Startup;

    Abstract : Startups have emerged as an important source of innovation, since the move from closed toopen innovation, disruptive innovations have received more attention, and more actors arestarting to engage with startup activities. Previous examples can be seen of large corporationsmoving from being leaders in their industries to not even being here today that havecontributed to many large corporations feeling a sense of urgency to work more withinnovation and external actors, such as startups. READ MORE

  5. 5. A comparison of sin- and ethical stocks’ performance on the Swedish equity market: with focus on the impact of liquidity, institutional ownership, firm age and equity on the difference in excess returns between sin- and ethical stocks.

    University essay from Göteborgs universitet/Graduate School

    Author : Henrik Leimalm; Ludwig Olofsson; [2019-08-09]
    Keywords : Sin stocks; ESG stocks; Sweden; OMXSPI; stakeholder theory; shareholder theory; efficient market hypothesis; excess return; CAPM; liquidity; institutional ownership; firm age; book value of equity;

    Abstract : MSc in Accounting and Financial Management.... READ MORE