Essays about: "frontier markets"

Showing result 6 - 10 of 23 essays containing the words frontier markets.

  1. 6. The rise of private equity in Asia: Is it hampered by perceived corruption?

    University essay from KTH/Industriell ekonomi och organisation (Inst.)

    Author : MARTIN ULINDER; [2018]
    Keywords : : Perceived corruption; Private equity activity; Panel Data; Developed markets; Emerging markets; Frontier markets; Asia;

    Abstract : This thesis examines the relationship between private equity activity and perceived corruption in Asian countries controlling for many different economic factors. The study finds indications that perceived corruption negatively affects private equity in Asia, however this is not statistically proven for all countries. READ MORE

  3. 7. The Matching Process and Regional Disparities. An Efficiency Analysis of the Swedish Labour Market.

    University essay from Göteborgs universitet/Graduate School

    Author : Linnea Glans; Nezanet Habtom; [2017-07-28]
    Keywords : Matching efficiency; stochastic frontier; regional labour markets; financial crisis; Sweden;

    Abstract : This thesis investigates the matching process between unemployed and unfilled vacancies in Swedish regional labour markets. Using a stochastic production frontier analysis, we are able to study differences in matching efficiency between regions and changes in overall matching efficiency over time. READ MORE

  4. 8. Efficient Risk Factor Allocation with Regime Based Models

    University essay from Lunds universitet/Matematisk statistik

    Author : Oscar Axelsson; [2017]
    Keywords : Risk Factors; Hidden Markov Models; Regime Models; Asset Allocation; Ecient Frontier; Shrinkage Factor; Baum-Welch Algorithm; EM algorithm.; Mathematics and Statistics;

    Abstract : It is widely accepted that nancial mark behaviour is characterized by periodicity. However, in academia and practice financial markets are often modeled as time consistent, resulting in static investment strategies that are assumed to be ecient. READ MORE

  5. 9. Emerging and Frontier Markets for Risk Averse Investors? : A study on equity risk premium and correlation in 96 markets.

    University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Author : Erik Kugelberg; [2016]
    Keywords : equity risk premium; correlation; diversification; portfolio theory; frontier markets; emerging markets; pension funds;

    Abstract : Introduction: The portfolio theory states that an investor has to take into consideration expected return and variance to construct an optimal portfolio along the efficient frontier. The equity risk premium suggests that an investment’s expected return is related to the amount of risk it consists of. READ MORE

  6. 10. Corruption and private equity activity: fear and loathing in emerging markets

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Patrick Schachtner; Hendrikus Jacobus Van Nes; [2016]
    Keywords : Corruption; Private equity; Emerging markets; Frontier markets;

    Abstract : Analysing 69,518 private equity transactions worldwide, we find that higher perceived corruption levels negatively affect private equity activity, measured as aggregate investment value as well as number of transactions. Investors deliberating investing in a particular country shy away from potential ethical and practical conflicts. READ MORE