Essays about: "impact factor"

Showing result 36 - 40 of 1506 essays containing the words impact factor.

  1. 36. Impact of Inflation on Return and Pricing of Swedish Bank Stocks : A Fama-French Analysis on Monthly Stock Returns and Pricing of Handelsbanken, Swedbank, SEB and Nordea

    University essay from Uppsala universitet/Nationalekonomiska institutionen

    Author : Carl Westerberg; Elvin Rolder; [2023]
    Keywords : Asset Pricing Theory; CAPM; Carhart; Fama-French; Fama-Macbeth; Inflation; NII;

    Abstract : This study explores the influence of inflation on the monthly total stock returns and stock pricing of Swedish banks. The research question is systematically examined througha cross sectional and time series analysis, utilizing Fama-French, Carhart, and Fama-Macbeth metodologies. READ MORE

  3. 37. The Missing Ingredient: How to improve value investing in the information age

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Robin Grawe; Kjell Thomsen; [2023]
    Keywords : Value investing; Fama-French; Intangible Assets; Accounting-based valuation;

    Abstract : This thesis aims to inform a value investing strategy in specific niches of European firms by adjusting the book-to-market (B/M) ratio for intangible assets. An increase in intangible assets' importance for corporate value creation coupled with a lack of amendments to their accounting treatment has led to debates on the value relevance and accuracy of accounting information, including the B/M ratio used to derive value premiums. READ MORE

  4. 38. Nordic Banks’ Internationalization Process and Their Effectiveness in the Digital World

    University essay from Linnéuniversitetet/Institutionen för marknadsföring och turismvetenskap (MTS)

    Author : Alexis Baray; Jacob Levander; Caroline Westerberg; [2023]
    Keywords : Internationalization; Banks; Entry modes; Digitalization; Effectiveness; Fintech; Assessment;

    Abstract : In the last couple of decades internationalization of firms has increased all over the world, and banks are not an exception. Different factors are impacting the decision of entering a new market and digitalization is certainly one of the main factors contributing to the internationalization process. READ MORE

  5. 39. Robust Portfolio Optimization with Correlation Penalties

    University essay from KTH/Matematisk statistik

    Author : Pelle Nydahl; [2023]
    Keywords : Portfolio Optimization; Portfolio Allocation; Robust Optimization; Correlation; Risk Factor Model; EMA Filtering; Weighted Linear Regression; Portföljoptimering; Portföljallokering; Robust optimering; Korrelation; Riskfaktor-modell; EMA-filtrering; Viktad linjär regression;

    Abstract : Robust portfolio optimization models attempt to address the standard optimization method's high sensitivity to noise in the parameter estimates, by taking an investor's uncertainty about the estimates into account when finding an optimal portfolio. In this thesis, we study robust variations of an extension of the mean-variance problem, where an additional term penalizing the portfolio's correlation with an exogenous return sequence is included in the objective. READ MORE

  6. 40. CFD-modeling of labyrinth weir flood discharge with ice cover

    University essay from KTH/Betongbyggnad

    Author : Erik Isberg; [2023]
    Keywords : ;

    Abstract : A labyrinth weir is a hydraulic structure built with a purpose to increase the discharge capacity compared to linear weirs, while maintaining the same water level upstream. Construction of labyrinth weirs is vital in a future with more unpredictable flows. READ MORE