Essays about: "factor models"

Showing result 11 - 15 of 965 essays containing the words factor models.

  1. 11. How do Family Firms Cope with Crises : A study on the current inflation and energy crisis

    University essay from Jönköping University/Internationella Handelshögskolan

    Author : Falk Hundertmark; Martin Pettersson; [2023]
    Keywords : family firms; economic resilience; energy crisis; inflation;

    Abstract : Background: The current energy and inflation crisis presents a challenge for businesses in Europe. One of the countries that is especially affected by the crisis is Germany. Family firms are an important factor for the German and European economies, as they account for 65 to 80 percent of all European companies. READ MORE

  3. 12. Unveiling the Impact of ESG Ratings on Risk-Adjusted Returns : Evidence from European Companies

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : David Melin; Otta Alexander; [2023]
    Keywords : ESG; Sustainability; Risk-adjusted return; Risk factor; Factor model; Portfolio; Europe;

    Abstract : This study uses a sample of 600 companies from Europe to investigate the risk-adjusted returns of four portfolios with high and low ESG ratings between 2011 and 2021. Four asset pricing models and additional measures for risk and return are tested on different portfolio weights. READ MORE

  4. 13. 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. 14. Governance and decision-making : Lessons from three French eco-villages

    University essay from KTH/Hållbar utveckling, miljövetenskap och teknik

    Author : Gwenaël Bertrand; [2023]
    Keywords : ;

    Abstract : In a context of rising environmental pressure and slow societal changes in response, the emergence of ecovillages comes as a small-scale solution to actively propose sustainable alternatives to the modern consumerist society. The human factor plays a key role in enabling such ecovillages to last. READ MORE

  6. 15. Exploring electroweak symmetry breaking in the scale-invariant Two-Higgs-Doublet Model

    University essay from Lunds universitet/Fysiska institutionen; Lunds universitet/Teoretisk partikelfysik - Geonomgår omorganisation

    Author : Erik Rustas; [2023]
    Keywords : Two-Higgs-Doublet Models; 2HDM; Scale-invariance; Baryogenesis; BSM; Baryon Asymmetry; Coleman-Weinberg Potential; Theoretical Particle Physics; Physics and Astronomy;

    Abstract : This thesis investigates the properties of a general scale-invariant Two-Higgs-Doublet Model and its phenomenological consequences with focus on the scalar sector. The concept suggests that introducing more CP-violation, both spontaneous and explicit, may make it possible to meet the Sakharov conditions and account for the Universe's baryon asymmetry. READ MORE