Essays about: "Property stocks"

Showing result 1 - 5 of 12 essays containing the words Property stocks.

  1. 1. Assessing Macroeconomic factors' influence on the Swedish real estate company stock market - A multiple linear regression analysis

    University essay from KTH/Matematisk statistik

    Author : Axel Löfman; Kay Jia; [2022]
    Keywords : multiple linear regression; regression analysis; applied mathematics; real estate; real estate stocks; economics; macroeconomics; multicollinearity; Durbin Watson; Cochrane Orcutt; multipel linjär regression; regressionsanalys; tillämpad matematik; fastighet; fastighetsaktier; fastighetsbolag; ekonomi; makroekonomi; multikollinearitet; Durbin Watson; Cochrane Orcutt;

    Abstract : Investing in public real estate stocks can diversify a stock portfolio due to the nature of these companies. The industry is generally less sensitive to economic downturns and spikes in inflation are offset by increased real estate property and rent prices. READ MORE

  3. 2. “Cheap" property holding stocks: Opportunity of a lifetime or too good to be true? - An empirical test of investment strategies based on stock price / EPRA NAV multiples for Swedish property holding stocks.

    University essay from Göteborgs universitet/Graduate School

    Author : David Goldner Yhlen; Erik Tobisson; [2020-07-01]
    Keywords : EPRA; EPRA NAV; NAV; property holding firms; real estate firms; efficient market hypothesis; behavioral finance; deferred tax; fair value accounting; law of one price; IFRS; IAS 40 investment property; portfolio; Value stocks; growth stocks; investment strategy;

    Abstract : This thesis tests the reliability of EPRA NAV (European Public Real estate Association Net Asset Value) as a measure for stock prices in property holding firms. The law of one price dictates that the price of a listed asset should equal the price of a private asset, however, this is not the case for property holding firms as the stock prices deviate from the EPRA NAV. READ MORE

  4. 3. Simulation-Based Portfolio Optimization with Coherent Distortion Risk Measures

    University essay from KTH/Matematisk statistik

    Author : Andreas Prastorfer; [2020]
    Keywords : Risk Management; Portfolio Optimization; Conditional Value-at-Risk; Coherent Distortion Riks Measures; Elliptical Distribution; GARCH model; Normal Copulas; Extreme Value Theory; Risk Contributions; Riskhantering; Portföljoptimering; Conditional Value-at-Risk; Koherenta distortionsriskmått; Elliptiska fördelningar; GARCH modeller; Normal-copula; Extremvärdes teori; Riskbidrag;

    Abstract : This master's thesis studies portfolio optimization using linear programming algorithms. The contribution of this thesis is an extension of the convex framework for portfolio optimization with Conditional Value-at-Risk, introduced by Rockafeller and Uryasev. READ MORE

  5. 4. Skattning av trädhöjd med hjälp av en ytmodell för laserdata

    University essay from SLU/School for Forest Management

    Author : Edvin Lidén; Johan Söderberg; [2019]
    Keywords : höjdmodell; skogsuppskattning; laserdata;

    Abstract : Laser scanning of forests has recently become a bit of a revolutionary tool in forestry. It is a smooth and cost-effective tool while it is usable over very large areas. READ MORE

  6. 5. Optimisation before growth: New property formations for a resource-efficient use of the existing building stock

    University essay from KTH/Hållbar utveckling, miljövetenskap och teknik

    Author : Lucio Luque; [2019]
    Keywords : 3D properties; sharing solutions; building stock; use of space; resource-efficiency;

    Abstract : The building industry accounts for around one third of the total energy use and GHG emissions in Sweden. Despite the implementation of energy efficiency measures focusing on new buildings, embodied impacts from material extraction, manufacturing, construction and maintenance have grown in significant proportions. READ MORE