Essays about: "country Risk and returns"
Showing result 1 - 5 of 27 essays containing the words country Risk and returns.
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1. The Untapped Potential of Sub-Saharan Africa: A case study of the development of private capital and its impact on the last frontier of growth
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : As the market is starting to see an increase in private capital investments in sub-Saharan Africa, questions have been raised as to what has changed from the perspective of investors when it comes to investing in a market that has traditionally been underfunded. Through a case study analysing the risks, challenges, and opportunities of investing in sub-Saharan Africa, we attempt to analyse the reasons for traditional investor hesitancy and better map the risk and reward landscape as it is seen today. READ MORE
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2. Revisiting the Idiosyncratic Volatility Puzzle and MAX Effect in European Equity Markets
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : In light of traditional financial theory's argument that firm-specific risk should not impact future returns, the findings of the Idiosyncratic Volatility (IVOL) puzzle, as well as the Maximum Daily Returns (MAX) effect, have sparked a vibrant academic debate. Using data from January, 1993, to December, 2022, this paper presents European aggregate and country-level evidence at the intersection between the two asset pricing anomalies. READ MORE
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3. Empirical investigation on the performance of a feed-forward artificial neural network on the Nordic stock markets
University essay from Göteborgs universitet/Graduate SchoolAbstract : In this paper, the authors have made an empirical investigation on the performance of a feed-forward artificial neural network (ANN) on the four main Nordic stock markets, Sweden, Norway, Denmark, and Finland. First, a benchmark OLS regression model is compared against an ANN model to see which model performs best in terms of predictive accuracy and has the least amount of error. READ MORE
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4. Pharmaceutical Project Risk Identification : A Qualitative Study of Swedish Companies' Pharmaceutical Project Risk Identification Process
University essay from Umeå universitet/FöretagsekonomiAbstract : The pharmaceutical industry has received increasing attention from society in recent years, mainly due to the development of vaccines to counteract the spread of Covid-19. While other industries have received sympathy for delays, inconveniences, and difficulties the pressure towards the pharmaceutical industry to produce the vaccine against the virus has increased. READ MORE
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5. Does the Active Country Momentum Portfolio Beat the Passive Market Portfolio? : an empirical study on exchange-traded funds
University essay from Örebro universitet/Handelshögskolan vid Örebro UniversitetAbstract : The thesis examines the strategy of country momentum and is evaluated with 30 different country exchange-traded funds (ETFs) for the period 1996-2018. The empirical evaluation is designed to apply different formation- and holding periods with overlapping portfolios. READ MORE