Essays about: "Risk and returns"
Showing result 11 - 15 of 763 essays containing the words Risk and returns.
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11. Pursuit of Excess Returns: Deciphering Performance in European Buyout Funds A Detailed Exploration of Relative Returns and Their Determinants
University essay from Göteborgs universitet/Graduate SchoolAbstract : This paper investigates the relative performance of European buyout funds compared to public markets. Using a sample of mature buyout funds, obtained from European limited partners, with vintages between 1995 and 2013, we find that a European buyout fund, on average, outperforms the STOXX Europe 600 index by 52% over its lifetime. READ MORE
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12. Successful Managers? a Study on US Corporate Restructuring Returns
University essay from Göteborgs universitet/Graduate SchoolAbstract : This study examined the long-term performance of corporate restructurings in the United States between 2000 and 2015 in response to the absence of abnormal returns found in prior literature. The significance of this study stems from the intricate nature and expenses associated with transactions that impact stakeholders, thereby increasing their risk exposure. READ MORE
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13. Do two heads think better than one? Risk Differences in Gender and Team vs. Single Managed Mutual Equity Funds in Sweden
University essay fromAbstract : This empirical study examines whether team or single-managed mutual equity funds in the Swedish fund market are more risk-prone conditionally on the management structure during the last five years (2018-2022). Additionally, the gender of each fund manager is analyzed in order to find answers regarding gender's risk approach in investment decisions. READ MORE
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14. Comparison of High ESG Portfolio Performance in Germany and Switzerland
University essay from Göteborgs universitet/Graduate SchoolAbstract : 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
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15. Forecasting Volatility of Electricity Intraday Log Returns with Generalized Autoregressive Score Models
University essay from Göteborgs universitet/Graduate SchoolAbstract : We forecast volatility of electricity intraday log returns with Generalized Autoregressive Score (GAS) models. We extend our GAS models with variables representing the difference between the public’s expectation of weather and energy load and the actual outcome using a restricted ARMA(4,4) model. READ MORE
