Essays about: "asset prices"

Showing result 1 - 5 of 187 essays containing the words asset prices.

  1. 1. Stock Price Predictions for FAANG Companies Using Machine Learning Models

    University essay from Lunds universitet/Statistiska institutionen

    Author : Hugo Dahlquist; Fredrik Fourong; [2024]
    Keywords : Random Forest; Artificial Neural Networks; Stock prices; Predictions.; Mathematics and Statistics;

    Abstract : The financial industry is one of the highest grossing sectors in the world as it is estimated to represent 24\% of the global economy. As most companies want their asset value to increase, it is of high interest to make good investments which will increase in either the short or long run. READ MORE

  3. 2. The financial performance differences between ESG and Non-ESG Firms in the Nordic Region – A quantitative analysis

    University essay from Göteborgs universitet/Graduate School

    Author : Athanasios Simoudis; [2023-08-10]
    Keywords : ;

    Abstract : This thesis presents a rigorous empirical analysis on the relationship between financial performance and ESG scores in Nordic firms from 2017 to 2022. The analysis utilizes fixed effects regression methods with cluster-robust standard errors at the company level. READ MORE

  4. 3. An Attempt at Pricing Zero-Coupon Bonds under the Vasicek Model with a Mean Reverting Stochastic Volatility Factor

    University essay from KTH/Matematik (Avd.)

    Author : Benjamin Neander; Victor Mattson; [2023]
    Keywords : Zero-coupon bond; Vasicek model; Two-factor interest rate model; Stochastic volatility.; Nollkupongobligation; Vasicek model; Räntemodell med två faktorer; Stokastisk volatilitet.;

    Abstract : Empirical evidence indicates that the volatility in asset prices is not constant, but varies over time. However, many simple models for asset pricing rest on an assumption of constancy. READ MORE

  5. 4. Uncorking Profits: Fine Wine for the Bottom Line

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : David Aksberg; Filip Angeria; [2023]
    Keywords : Wine; Alternative Investments; Bordeaux Wines; Return on Investment; Asset Pricing;

    Abstract : Using a larger dataset covering a time period not previously studied, we examine the price drivers and investment performance of wines from the five Bordeaux Premier Cru producers during 2013-2023. Our results indicate that prices are significantly impacted by producer, weather quality, yield and age. READ MORE

  6. 5. New natural gas power plants in the EU : -The risks of stranded assets under different fuel and carbon price scenarios

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

    Author : John Mogren Olsson; [2023]
    Keywords : ;

    Abstract : Current and planned fossil fuelled electricity generation is expected to meet or exceed the global carbon budget for 2°C, without including emissions from any other economic sector. At the current rate, the EU ETS will stop issuing new emissions allowances to industry and power plants before 2040. READ MORE