Essays about: "Return on Average Assets"

Showing result 1 - 5 of 44 essays containing the words Return on Average Assets.

1. 1. The effect of covid-19 announcement on sustainable investment portfolios : Observation of the flight-to-quality phenomenon

   University essay from Jönköping University/Internationella Handelshögskolan

   Author : Vladislovas Urbonavicius; Iulia Chirita; [2023]
   Keywords : Sustainable investment portfolio; ESG; Covid-19; Flight-to-quality; Market Shock; Cryptocurrency; Proof-of-stake; proof-of-work.;

   Abstract : The economic impact of the COVID-19 pandemic is still an ongoing topic, broadly analysed and discussed in many studies. Recent articles state that sustainable assets can offer return volatility resilience during demand shock events and, in some cases, provide higher returns than their unsustainable counterparts. READ MORE

3. 2. Sustainable Investments in Times of Crisis

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Anton Johanson; Tobias Persson; [2023]
   Keywords : Funds value added; Gross and net alpha; Covid-19; ESG; Green and Brown funds;

   Abstract : This paper examines the effect of Covid-19 on green and brown funds in the Swedish Premium Pension System (PPS). We apply the methodology derived in Berk and van Binsbergen (2015) in a difference-in-difference model with time-fixed effects to estimate the average effect of Covid-19 on green funds for both value added and conventional alpha measures. READ MORE

4. 3. An Artificial Neural Network Approach to Algorithmic Trading

   University essay from Lunds universitet/Matematisk statistik

   Author : Timmie Bengtsson; [2023]
   Keywords : Financial Markets; Machine Learning; Long Short-Term Memory; Gated Recurrent Unit; Recurrent Neural Networks; Time Series Analysis; Algorithmic Trading; Mathematics and Statistics;

   Abstract : The field of machine learning has advanced significantly in recent decades, and, at the same time, computational power has improved to the point where training large machine learning models, such as artificial neural networks, is now accessible. Consequently, there has been a rise in the use of these models within the financial sector, with some firms leveraging them to assist with investment decisions. READ MORE

5. 4. Tick-Tock: Time to invest? : A Study of the Investment Performance of Luxury Watches versus Traditional Assets

   University essay from Linköpings universitet/Produktionsekonomi

   Author : Gustav Sjöstedt; Sara Mannerford; [2023]
   Keywords : Veblen goods alternative assets traditional assets luxury watches hedonic pricing method hedonic characteristics regression analysis Sharpe ratio Treynor ratio CAPM Jensen’s alpha;

   Abstract : Background: This study discusses the phenomenon of luxury goods as investment assets,focusing on luxury watches in particular. The rise of globalization and increased wealth,particularly among the middle and high-income groups in developing countries, hascreated a larger potential customer base for luxury items. READ MORE

6. 5. Board Tenure Diversity and Firm Performance

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

   Author : Peter Lindgren; Sepand Tabari; [2022]
   Keywords : Board Tenure; Board Tenure Diversity; Firm Performance; Management Entrenchment;

   Abstract : This paper studies the potential effect that board tenure diversity has on a company's firm performance, measured in terms of Return On Average Assets, Return On Average Equity and Tobin's Q. Long-tenured directors are experienced and knowledgeable but yield a higher risk of causing managerial entrenchment than short-tenured directors who, in contrast, lack experience. READ MORE