Essays about: "financial crisis stocks"

Showing result 1 - 5 of 63 essays containing the words financial crisis stocks.

1. 1. Comparison of High ESG Portfolio Performance in Germany and Switzerland

   University essay from Göteborgs universitet/Graduate School

   Author : Nino Shakulashvili; Saud Talic; [2023-06-29]
   Keywords : ESG; Portfolio Performance; Fama French; Carhart; Risk Factors; Value; Size; Momentum; Germany; Switzerland;

   Abstract : This study focuses on the relationship between stock return performance and sustainability, the latter taking the form of the Environmental, Social, and Governance (ESG) framework. The paper provides a comparative setting in which stocks of companies headquartered in Germany and Switzerland are examined. READ MORE

3. 2. Banking sector performance amid crisis : A study on the impact of quantitative easing on bank stock returns in the US during COVID-19

   University essay from Jönköping University/IHH, Företagsekonomi

   Author : Barbara Eyram Ephraim; [2023]
   Keywords : bank performance; bank stock returns; monetary policy; quantitative easing;

   Abstract : It is widely accepted that banks are one of the most significant financial intermediaries in any economy, facilitating the flow of capital between savers and borrowers. While this may be the case in many advanced economies, including the US, little research has been done on how the quantitative easing (QE) program of central banks affects bank performance. READ MORE

4. 3. Bulding Resilient Supply Chain : A Qualitative Study of How Covid-19 Affected Supply Chain Resilience in Swedish Small and Medium-Enterprises

   University essay from Umeå universitet/Företagsekonomi

   Author : Robin Synnergren; Jacob Brauer; [2023]
   Keywords : Supply Chain Management; Covid-19 Pandemic; Small and Medium-Sized Enterprises; Supply Chain Resilience Supply Chain Disruption;

   Abstract : Modern supply chains are often characterized by carefully planned and interconnected processes that seamlessly integrate with each other. Supply chains are often efficientduring a stable business environment but are highly vulnerable to risks and disruptions. READ MORE

5. 4. Evaluating the Effect of Meta-Labeling on Equity Market Neutral Strategy

   University essay from Lunds universitet/Statistiska institutionen

   Author : Niclas Wölner-Hanssen; [2023]
   Keywords : Meta-Labeling; Probabilistic Sharpe Ratio; Equity Market Neutral; Mathematics and Statistics;

   Abstract : This thesis aims to construct an Equity Market Neutral (EMN) strategy framework to predict intraday excess returns of stocks within the S&P 500 index by utilizing machine learning techniques proposed by (López de Prado, 2018). The constructed EMN strategies within the framework utilizes techniques such as Stacked Single Feature Importance (SSFI), sample weighting, Probabilistic Sharpe Ratio (PSR), and meta-labeling. READ MORE

6. 5. CARs In the Driver’s Seat: The Battle Between Capital and Stock Performance

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Léo Fégeant; Alice Beer; [2023]
   Keywords : Capital Adequacy Ratio; Capital Requirements; Stock Returns; Basel-III; Business and Economics;

   Abstract : After the financial crisis of 2008, the Basel Committee on Banking Supervision created the latest Accord for capital requirements: The Basel III Accord. Basel III set higher requirements for both quantity and quality of capital, with the aim to mitigate systemic risk. READ MORE