Essays about: "bonds 2015"

Showing result 6 - 10 of 44 essays containing the words bonds 2015.

1. 6. Portfolio Optimization – Bitcoin & Downside Risk

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Vilgot Kraft; [2022]
   Keywords : Bitcoin; Portfolio Optimization; Conditional Value-at-Risk; Sharpe Ratio; Downside Risk; Business and Economics;

   Abstract : The purpose of this paper is to analyze how the inclusion of cryptocurrency, specifically Bitcoin, affects downside risk in a diversified portfolio. The analysis utilizes a number of performance measures and combines Modern Portfolio Theory with a Post-Modern Portfolio Theory optimization in order to evaluate different portfolios. READ MORE

3. 7. Corporate green bonds in the equity and debt capital markets – a comparative study of Sweden, the US and Europe

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Valentin Eriksson; Ole Heinrichs; [2022]
   Keywords : Corporate green bonds; debt capital markets; equity capital markets; country comparison; Sweden; US; Europe; signalling theory; information asymmetry; bond coupons; Price-to-Book; WACC; environmental attitude; investors taste; Business and Economics;

   Abstract : Title: Corporate green bonds in the equity and debt capital markets – a comparative study of Sweden, the US and Europe Seminar Date: June 1st, 2022 Course: BUSN79 Authors: Valentin Eriksson, Ole Heinrichs Advisor: Marco Bianco Keywords: Corporate green bonds, debt capital markets, equity capital markets, country comparison, Sweden, US, Europe, signalling theory, information asymmetry, bond coupons, Price-to-Book, WACC, environmental attitude, investors taste Purpose: This paper aims to explain the differences between green and conventional corporate bond issuers dependent on the country of issuance. In detail, the focus lies on the analysis of the differences within the equity and debt capital markets on the firm level. READ MORE

4. 8. Green bond premiums: A comparison between the primary and secondary debt capital markets

   University essay from

   Author : Erik Engström; [2021-07-02]
   Keywords : ;

   Abstract : Could green bonds act as a relatively cheap alternative to conventional bonds when aiming to fund sustainable investments? An increased need to allocate funds towards carbon neutral projects in recent years has spurred a rapid growth of the green bond market. However, not enough evidence to support a consensus exists regarding the pricing of green bonds. READ MORE

5. 9. What does it cost to be green? : An empirical investigation of the European green bond market

   University essay from Uppsala universitet/Företagsekonomiska institutionen

   Author : Gustaf Söderström; Anton Pettersson; [2020]
   Keywords : Green bonds; Green bond premium; Liquidity; Non-pecuniary preferences; Socially responsible investing; Capital asset pricing model; Matching method; ESG; CSR; Yield spread; Green Bond Principles; European bond market.;

   Abstract : The green bond market offers investors the opportunity to take an explicit focus on sustainable investment projects. However, it is yet to be determined whether this novel asset class offers attractive yields compared to non-green bonds. READ MORE

6. 10. Defined Benefit Obligations - A Quantitative Study of the Managerial Opportunism within the Accounting of Defined Benefit Obligations

   University essay from Göteborgs universitet/Graduate School

   Author : Anders Dahnér; Martin Hallgren; [2019-08-08]
   Keywords : Defined benefit pension plans; Defined benefit obligations; DBO; DBP; Discount rate incentives; Managerial opportunism; Managerial Discretion; IAS 19; Accounting for pension obligations; Opportunistic accounting choices;

   Abstract : In the aftermath of the financial crisis in 2008 the rates on corporate- and government bonds began to diverge (Runesson et al., 2018). The increased differences in bond rates had a large effect on the Swedish firms. READ MORE