Essays about: "Real Estate Stocks"

Showing result 1 - 5 of 26 essays containing the words Real Estate Stocks.

  1. 1. Inflation risk revisited : The hedging properties of major asset classes

    University essay from Karlstads universitet/Handelshögskolan (from 2013)

    Author : Andreas Berdén; Hilding Larsson; [2023]
    Keywords : Inflation; unexpected inflation; inflation hedge; inflation-linked bonds; TIPS; treasury bills; stocks; bonds; real estate; gold; Inflation; oväntad inflation; inflationsskydd; inflationskopplade obligationer; statsskuldväxlar; aktier; obligationer; fastigheter; guld;

    Abstract : This paper is in large parts an update to a paper by Bekaert and Wang from 2010 called Inflation risk and the inflation risk premium. Its purpose is to find insights into the inflation hedging properties of the major asset classes. READ MORE

  3. 2. Hedging inflation in Sweden- An analysis of gold, stocks, and real estates inflation hedging capability.

    University essay from Göteborgs universitet/Graduate School

    Author : Arvinder Singh; Johannes Schmidt; [2022-06-29]
    Keywords : Fisher hypothesis; Gold; Hedging; Inflation; Real Estate; Rollings Windows; Stocks;

    Abstract : The recent increase in inflation has made the discussion of inflation hedging a top priority for academics, portfolio managers and investors. In this study, we analyse which asset class out of gold, stocks, and real estate has been the best hedge against inflation in Sweden since 1986. READ MORE

  4. 3. Mispricing of Climate Risk

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Lovisa Dahlquist; Lena Maria Tschanhenz; [2022]
    Keywords : Bloomberg GHG estimates; Risk premium for climate risk; ESG reporting; Sustainable investing; Stock market equilibrium; Business and Economics;

    Abstract : Purpose: Study the relationship between stock returns and GHG emissions regarding a risk premium related to greenness. This by using GHG emissions estimated by Bloomberg rather than companies self-reported estimates. Methodology: The study conducts a time-invariant model by cross-sectional OLS regression to estimate the risk premium for greenness. READ MORE

  5. 4. Unexpected Inflation and the Stock Market: A revisit of a long-forgotten enigma

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

    Author : Andreas Danielsson; Jiayu Li; [2022]
    Keywords : Inflation; Unexpected inflation; Inflation hedge; Stock market; Valuation;

    Abstract : As inflation has reached 40-year highs in the U.S., there is a new opportunity to revisit the relationship between the stock market and inflation. We first develop a theoretical valuation model based on a typical S&P 500 stock to benchmark the intrinsic value change one can expect when inflation increases by one percentage point. READ MORE

  6. 5. 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