Essays about: "The Value Premium"

Showing result 31 - 35 of 173 essays containing the words The Value Premium.

  1. 31. Do higher GHG emissions involve a risk that must be compensated by a higher return? : A cross-sectional study in the Nordic stock market that examines the potential carbon risk factor from an investment perspective

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Mattias Ålander; Emmy Ahnfelt; [2022]
    Keywords : GHG Carbon Emission;

    Abstract : This thesis will touch upon how investment decisions relate to different scopes of GreenHouse Gas (GHG) emissions reported by listed companies in the Nordic market. Two different time frames were examined, 10 years (2011-2020) and 5 years (2016-2020) respectively. READ MORE

  3. 32. Which Factors and Variables could Explain Discounts and Premiums to Net Asset Value in Real Estate Companies?

    University essay from KTH/Fastighetsföretagande och finansiella system

    Author : Dawid Mlynarczyk; Filip Mehdipoor; [2022]
    Keywords : Discount; Premium; NAV; Listed Real Estate companies; Regression; Substanspremie; Substansrabatt; Substansvärde; Listade Fastighetsbolag; Regression;

    Abstract : There have been previous studies aimed at finding out what factors influence whether a company's shares are trading at a premium or at a discount to its net asset value. Several studies have examined all or large parts of the market but have not at an early stage focused on niche markets. READ MORE

  4. 33. An Extreme Value Approach to Modelling Construction Defect Insurance Claims

    University essay from Lunds universitet/Matematisk statistik

    Author : Matilda Ekermann; Ida Swartling; [2022]
    Keywords : Extreme value theory; insurance; block-maxima; peaks over threshold; Poisson process; Mathematics and Statistics;

    Abstract : Predicting future large claims, as well as the total cost, of a specific insurance is essential for insurance companies, for example when setting premium levels or purchasing reinsurance coverage. The purpose of this thesis is to investigate if extreme value theory can be applied to construction defect insurance claims. READ MORE

  5. 34. Black Box Optimization Framework for Reinsurance of Large Claims

    University essay from Stockholms universitet/Statistiska institutionen

    Author : Sina Mozayyan; [2022]
    Keywords : augmented Lagrangian; constraint optimization by linear interpolation; derivative-free black box optimization; DIRECT L ; evolutionary optimization; NLopt package; mean-variance premium principle; risk management; Solvency II;

    Abstract : A framework for optimization of reinsurance strategy is proposed for an insurance company with several lines of business (LoB), maximizing the Economic Value of purchasing reinsurance. The economic value is defined as the sum of the average ceded loss, the deducted risk premium, and the reduction in the cost of capital. READ MORE

  6. 35. Do Companies Value ESG? An investigation of the potential relationship between ESG performance and deal premiums paid in acquisitions.

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Jesper Carlsson; Charlie Tenggren; [2022]
    Keywords : ESG; M A; Acquisition Premium; Shareholder Theory; Stakeholder Theory; Business and Economics;

    Abstract : This paper sheds light on companies’ valuation of ESG performance by examining the potential impact that the ESG-score of the target firm has on bid premiums in Mergers & Acquisitions (M&A). While extensive research has been conducted on sustainable investing, no consensus regarding the influence of ESG performance on M&A activities has been reached. READ MORE