Essays about: "market capitalisation"
Showing result 1 - 5 of 23 essays containing the words market capitalisation.
-
1. Exploring the relationship between ESG and portfolio performance during times of crisis : a study of the Russia-Ukraine war
University essay from Stockholms universitet/FinansieringAbstract : This thesis explores the relationship between Environmental, Social, and Governance (ESG) ratings and portfolio performance in terms of risk-adjusted returns and volatility during times of crisis. A sample of 761 European public companies with a market capitalisation of at least 300 million euros are divided into high and low ESG portfolios based on their ratings. READ MORE
-
2. The proposed Digital Markets Act
University essay from Lunds universitet/Juridiska institutionen; Lunds universitet/Juridiska fakultetenAbstract : The market power of digital platforms and ecosystems has probably been the most discussed and concerning topic in competition policy in the last years. Some companies in the area of digital platforms have grown so rapidly that they now dominate entire industries. READ MORE
-
3. Value funds - is price what you pay and value actually what you get?
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This paper examines the consistency in exposure to the value factor of U.S. value funds in relation to their performance. We use data from the WRDS database from 2000 to 2021 and apply the Carhart 4-factor model on 71 funds. READ MORE
-
4. A comparative analysis on the predictive performance of LSTM and SVR on Bitcoin closing prices.
University essay from Uppsala universitet/Statistiska institutionenAbstract : Bitcoin has since its inception in 2009 seen its market capitalisation rise to a staggering 846 billion US Dollars making it the world’s leading cryptocurrency. This has attracted financial analysts as well as researchers to experiment with different models with the aim of developing one capable of predicting Bitcoin closing prices. READ MORE
-
5. A heteroscedastic volatility model with Fama and French risk factors for portfolio returns in Japan
University essay from Stockholms universitet/Statistiska institutionenAbstract : This thesis has used the Fama and French five-factor model (FF5M) and proposed an alternative model. The proposed model is named the Fama and French five-factor heteroscedastic student's model (FF5HSM). The model utilises an ARMA model for the returns with the FF5M factors incorporated and a GARCH(1,1) model for the volatility. READ MORE