Advanced search

Showing result 1 - 5 of 82 essays matching the above criteria.

  1. 1. Quantifying Generative AI's Influence on European Firm Valuation

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

    Author : Kevin Selling; Viktor Sjöström; [2024]
    Keywords : Productivity Improvement; Generative AI; Large Language Models; Corporate Valuation; Workforce Exposure;

    Abstract : This paper employs a quantitative approach to evaluate the influence of generative AI workforce exposure on firm value in light of recent AI advancements. We focus on public large-cap companies headquartered in the European Union, analyzing their workforce exposure to these AI technologies. READ MORE

  3. 2. The Impact of ESG-Scores on Portfolio Performance - A quantitative study on sustainable investments.

    University essay from Göteborgs universitet/Graduate School

    Author : Max Ehrnström; Yacob Nehmé; [2023-06-29]
    Keywords : ESG investing; Abnormal returns; Sustainable investing and Financial performance;

    Abstract : This report examines the relationship between ESG-scores and portfolio returns using the Fama-French five-factor and Carhart four-factor models. The data is collected from Refinitiv (2023) between 2003 and 2021 and consists of firms listed on the NYSE and NASDAQ stock exchange. READ MORE

  4. 3. Impacts of Covid-19 on Cooperatives in Sweden : a Case Study of Arla Foods

    University essay from SLU/Dept. of Economics

    Author : Farhana Sultana; Nourhan Raafat Moustafa Abdelsalam; [2023]
    Keywords : Cooperatives; Covid-19; Covid-19 pandemic; resilience; strategy; internal governance; decision making; economic Impact; crisis management; crisis decision-making framework;

    Abstract : Different organizations face diverse challenges to survive during Covid-19. Rare external disruptions due to natural causes such as pandemics affect a company's ability to continue operations, from obtaining raw materials from suppliers to delivering finished products directly to the market. READ MORE

  5. 4. The Impact of Spin-offs on Shareholder Value : Evidence from the Swedish Market 1991-2022

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Moa Landing; Gustav Swedenborg; [2023]
    Keywords : Spin-offs; Corporate restructurings; Abnormal returns; Determinants of abnormal returns;

    Abstract : This thesis uses an event study methodology to investigate the short- and long-term effect on shareholder value from Lex ASEA-approved spin-offs' on the Swedish market between 1991-2022. The impact of spin-offs has been examined by estimating the effects on the parent firm, the spun-off entity, and a value-weighted pro-forma entity. READ MORE

  6. 5. A Quantitative Framework for Constructing a Multi-Asset CTA with a Momentum-Based Approach

    University essay from Uppsala universitet/Datalogi

    Author : Rebecca Fällström; [2023]
    Keywords : Commodity trading advisors; CTA; trend-following; momentum strategies; risk parity; equally weighted; Markowitz weights; optimization;

    Abstract : Commodity Trading Advisors (CTAs) have gained popularity due to their abilities to generate an absolute return strategy. Little is known about how CTAs work and what variables are important to tune in order to create a profitable strategy. READ MORE