Essays about: "Value Investing"

Showing result 16 - 20 of 270 essays containing the words Value Investing.

  1. 16. Risk Management and Sustainability - A Study of Risk and Return in Portfolios With Different Levels of Sustainability

    University essay from KTH/Matematik (Avd.)

    Author : Magnus Borg; Lucas Ternqvist; [2023]
    Keywords : ESG; Value-at-Risk VaR ; Expected Shortfall ES ; Risk Management; Financial Risk; Financial Mathematics; Sustainability; Portfolio Management; Capital Asset Pricing Model CAPM ; Hållbarhet; Value-at-Risk VaR ; Expected Shortfall ES ; Riskhantering; Finansiell Risk; Finansiell Matematik; Portföljkonstruktion;

    Abstract : This thesis examines the risk profile of Electronically Traded Funds and the dependence of the ESG rating on risk. 527 ETFs with exposure globally were analyzed. Risk measures considered were Value-at-Risk and Expected Shortfall, while some other metrics of risk was used, such as the volatility, maximum drawdown, tail dependece, and copulas. READ MORE

  3. 17. Bankens roll vid generationsskifte av skogsfastigheter : en studie av intressenters tjänstebehov

    University essay from SLU/Dept. of Forest Economics

    Author : Alice Sjölund; [2023]
    Keywords : fallstudie; fastighetsöverlåtelse; finansiell rådgivning; relationsmarknadsföring; semistrukturerade intervjuer; tjänstekvalitet;

    Abstract : Sveriges totala landareal består av cirka 28 miljoner hektar skogsmark. Tillsammans äger cirka 311 000 privata skogsägare drygt 50 procent av den svenska skogsarealen. Ägarbyten bland dessa skogsfastigheter sker kontinuerligt. READ MORE

  4. 18. An empirical study about the relationship between ESG and firm performance in Nordic countries with the moderating effect of environmental innovation.

    University essay from Jönköping University

    Author : Nadiya Ghannadighomi; Elias Johansson; Barbara Saliba; [2023]
    Keywords : Environmental; social; and governance ESG ; Firm performance; Return on equity ROE ; Stakeholder theory; Environmental innovation; Nordics;

    Abstract : Background: During recent years, the growing attention to environmental, social, and governance factors (ESG) as a recognized sustainability performance measurement has led to that corporate participation in sustainable development as one of the main concerns among stakeholders. The Nordic countries have been outstanding leaders in terms of sustainability for years and consistently ranked excellent on ESG scores. READ MORE

  5. 19. Value investing and the interpretation of performance and risk

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Nils Andersch; Nils Wallgren; [2023]
    Keywords : Value Investing; Efficient Market Hypothesis; Behavioural Finance; Investor Biases; Time Varying Risk;

    Abstract : Historically, value investing strategies have been generally accepted by scholars to generate returns significantly above the market. However, if the risk-adjusted returns of these strategies are above the market remains an intense debate. READ MORE

  6. 20. Robust BECCS deployment strategies under deep uncertainty : A case study of Stockholm Exergi

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Oscar Stenström; [2023]
    Keywords : Bioenergy carbon capture and storage; BECCS; decision making under deep uncertainty; DMDU; Dynamic Adaptive Planning; DAP; Robust Decision Making; RDM; Bioenergy carbon capture and storage; BECCS; decision making under deep uncertainty; DMDU; Dynamic Adaptive Planning; DAP; Robust Decision Making; RDM;

    Abstract : The most recent IPCC assessment shows that negative emissions (NEs) and carbon dioxide removal (CDR) technologies are becoming increasingly important in scenarios that limit global warming to 2 °C or lower. In these scenarios, one key set of CDR technologies is bioenergy carbon capure and storage (BECCS). READ MORE