Essays about: "book value of equity"

Showing result 6 - 10 of 40 essays containing the words book value of equity.

1. 6. DOES IT PAY TO BE ESG? : An empirical analysis of sustainability in the Nordic countries from a risk and valuation perspective

   University essay from Umeå universitet/Företagsekonomi

   Author : Corentin Arnou; Marcus Hammarstedt; [2021]
   Keywords : ESG; Cost of equity; Sustainable finance; Price-to-earnings ratio; Price-to-book ratio; Enterprise value to earnings before interest and taxes ratio; Covid-19; Shareholder’s theory; Stakeholder’s theory; Information asymmetry;

   Abstract : In the field of sustainable finance, Environmental-, Social- and Governance-ratings (ESG) have become an acknowledged measurement of a firm's sustainability performance. The increased awareness of sustainability issues in today's society is undeniable. READ MORE

3. 7. Consistent Projection of the Balance Sheet : A Holistic Approach to Modelling Interest Rate Risk in the Banking Book

   University essay from KTH/Matematik (Avd.)

   Author : Gabriella Hulström; [2021]
   Keywords : Adjoint algorithmic differentiation; Economic Value of Equity; Interest Rate Risk; Net Interest Income; Risk Management; Adjoint algoritmisk derivering; Ekonomiskt Värde av Eget Kapital; Ränterisk; Räntenetto; Riskhantering;

   Abstract : When modelling risk in the banking book, a simple capital level approach can fail to capture the interactions between different risk measures or risk classes since they are modelled separately. In this thesis we propose a model for projecting the book value of a run-off balance sheet portfolio of fixed and variable rate loans, while also calculating net interest income, economic value of equity, capital requirement and capital cost within the same model. READ MORE

4. 8. Ensemble Models for Trend Investing

   University essay from KTH/Matematik (Avd.)

   Author : Emil Book; Emil Gnem; [2021]
   Keywords : Momentum; Machine Learning; Random Forest; Trend Investing; Dim Switch; Momentum; Maskininlärning; Random Forest; Trendinvestering; Dim Switch;

   Abstract : Portfolio strategies focusing on following the trend, so called momentum based strategies, have been popular for a long time among investors and have had many academic studies, however with varying results. This study sets out to investigate different momentum trading signals as well as combining them in ensemble models such as Random Forest and the unique Dim Switch portfolio and then compare them to set benchmarks. READ MORE

5. 9. Return Differences on the Swedish Stock Market When Incorporating Different Value-Factors

   University essay from Göteborgs universitet/Graduate School

   Author : Johan Hellström; Viktor Lindström; [2020-07-07]
   Keywords : ;

   Abstract : In this paper, we investigate the predictability in stocks return on the Swedish equity market between 2006 and 2017. Answering the question, what is the differences in using Fama-French three-factor model when applying different constructed portfolios? Previous literature examines this topic on the American stock market. READ MORE

6. 10. The Order Book and Limit Orders at NASDAQ Stockholm

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Théodore Per Charles Albert Montel; [2020]
   Keywords : limit order; order flow; order book; diagonal effect; conditional probabilities;

   Abstract : This study compares time interval relationships between events (any market action, e.g., buying, cancelling an order, placing a passive order etc.) on the NASDAQ Stockholm exchange today with the relationships found on the Paris Bourse in 1995 in a study by (Biais, Hillion et al. READ MORE