Essays about: "french real estate"

Showing result 1 - 5 of 11 essays containing the words french real estate.

  1. 1. Mispricing of Climate Risk

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Lovisa Dahlquist; Lena Maria Tschanhenz; [2022]
    Keywords : Bloomberg GHG estimates; Risk premium for climate risk; ESG reporting; Sustainable investing; Stock market equilibrium; Business and Economics;

    Abstract : Purpose: Study the relationship between stock returns and GHG emissions regarding a risk premium related to greenness. This by using GHG emissions estimated by Bloomberg rather than companies self-reported estimates. Methodology: The study conducts a time-invariant model by cross-sectional OLS regression to estimate the risk premium for greenness. READ MORE

  3. 2. REITs in a Mixed-Asset Portfolio

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Mary Anne Roa; [2022]
    Keywords : REIT; Pricing; Fama-French; Portfolio Simulation;

    Abstract : Diversification is a significant element of asset allocation. An alternative investment of great interest for many investors is real estate. The paper will explore the hypotheses of whether real estate investment trust (REITs)warrants inclusion in an investment portfolio. READ MORE

  4. 3. “Cheap" property holding stocks: Opportunity of a lifetime or too good to be true? - An empirical test of investment strategies based on stock price / EPRA NAV multiples for Swedish property holding stocks.

    University essay from Göteborgs universitet/Graduate School

    Author : David Goldner Yhlen; Erik Tobisson; [2020-07-01]
    Keywords : EPRA; EPRA NAV; NAV; property holding firms; real estate firms; efficient market hypothesis; behavioral finance; deferred tax; fair value accounting; law of one price; IFRS; IAS 40 investment property; portfolio; Value stocks; growth stocks; investment strategy;

    Abstract : This thesis tests the reliability of EPRA NAV (European Public Real estate Association Net Asset Value) as a measure for stock prices in property holding firms. The law of one price dictates that the price of a listed asset should equal the price of a private asset, however, this is not the case for property holding firms as the stock prices deviate from the EPRA NAV. READ MORE

  5. 4. Feeling the Heat of Climate Change - How Sensitive Could It Be? 

    University essay from

    Author : Gustav Kollberg; John Skantze; [2020-06-29]
    Keywords : Climate Sensitivity; Predictability of Stock Returns; Temperature Anomaly; Fama French Three-Factor Model; Carhart Four-Factor Model;

    Abstract : This thesis examines if climate sensitivity predicts stock returns and how well this measurement performs. The sample consists of the S&P 500 and the monthly stock return for the period between 1979 to 2019. The method is first to estimate the climate sensitivity for stock returns from temperature anomaly. READ MORE

  6. 5. The impact of macroeconomic factors on the performance of European REIT markets: An empirical analysis of macroeconomic influences on the British, French and Belgian REIT indexes from 2007-2017

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Huanyu Xiao; Katrina Novojenko; [2018]
    Keywords : real estate investment trust REIT ; macroeconomic variables; developed markets; Europe; industrial production;

    Abstract : The concept of real estate investment trust has been first introduced in the US market in 1960. However, it has not been until the last decade that we have seen the increased adoption of the concept around the world. READ MORE