Essays about: "Risk Measures"

Showing result 16 - 20 of 977 essays containing the words Risk Measures.

  1. 16. Comparison of High ESG Portfolio Performance in Germany and Switzerland

    University essay from Göteborgs universitet/Graduate School

    Author : Nino Shakulashvili; Saud Talic; [2023-06-29]
    Keywords : ESG; Portfolio Performance; Fama French; Carhart; Risk Factors; Value; Size; Momentum; Germany; Switzerland;

    Abstract : This study focuses on the relationship between stock return performance and sustainability, the latter taking the form of the Environmental, Social, and Governance (ESG) framework. The paper provides a comparative setting in which stocks of companies headquartered in Germany and Switzerland are examined. READ MORE

  3. 17. Profitability During a Sustainability Transformation - A Case Study of a Swedish Petroleum and Biofuel Company

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Michael Crona; Filip Linnér; [2023-02-27]
    Keywords : This report examines the financial profitability of a petroleum and biofuel company during their sustainability transformation. The case company is Preem AB; the largest fuel company in Sweden. The study finds that debt-to-equity ratios tend to increase with investments in more sustainable solutions. This could propose a higher financial risk to the firm. The report also proposes and discuss the use of metrics for CO2- emission that are easier to understand than just the weight of the gas emitted. Preem does not seem to benefit from being part of the European Union’s Emissions Trading System ETS ; since their green investments are focused on reducing emissions in the use phase of their products; not in the production phase; which is what the ETS measures and rewards. The case study is based on an interview with a director at Preem to get an insight to the green investments. Data for financial- and environmental performance are collected from official reports published by Preem.;

    Abstract : This report examines the financial profitability of a petroleum and biofuel company during their sustainability transformation. The case company is Preem AB, the largest fuel company in Sweden. The study finds that debt-to-equity ratios tend to increase with investments in more sustainable solutions. READ MORE

  4. 18. Unveiling the Impact of ESG Ratings on Risk-Adjusted Returns : Evidence from European Companies

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : David Melin; Otta Alexander; [2023]
    Keywords : ESG; Sustainability; Risk-adjusted return; Risk factor; Factor model; Portfolio; Europe;

    Abstract : This study uses a sample of 600 companies from Europe to investigate the risk-adjusted returns of four portfolios with high and low ESG ratings between 2011 and 2021. Four asset pricing models and additional measures for risk and return are tested on different portfolio weights. READ MORE

  5. 19. Exploring Momentum: The Hidden Drivers of Stock Returns in the Nordic Market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Axel Dillner; Johanna Roos; [2023]
    Keywords : Momentum; Price Momentum; Earnings Momentum; Earnings Surprises; Standardized Earnings Surprise; SES;

    Abstract : This thesis investigates the relationship between price momentum, earnings momentum, and stock returns in the Nordic region by examining the risk-adjusted performance measures of various momentum strategy portfolios. Inspired by Novy-Marx's 2015 theory that momentum in firm fundamentals explains the performance of price momentum strategies, this study seeks to provide deeper insights into momentum drivers and their implications for investment professionals. READ MORE

  6. 20. Urban flood risk mitigation : A perspective form urban planning

    University essay from Luleå tekniska universitet/Institutionen för samhällsbyggnad och naturresurser

    Author : Andreas Brandow; [2023]
    Keywords : Urban indicators; Resilience; Urban flooding; Flood protection and mitigation; Luleå;

    Abstract : Due to the global warming and climate change, an increased frequency of high intensity rains and other disasters are expected all around the world. To predict this change in climate the IPCC has created a set of climate scenarios, RCPs, that will try to predict the future climate based on how much we are able to adapt and mitigate the effects we as a species have on the environment. READ MORE