Essays about: "market capitalization"

Showing result 11 - 15 of 154 essays containing the words market capitalization.

  1. 11. The benefits of optimized portfolios- An empirical comparison between optimized portfolios and benchmarks

    University essay from Göteborgs universitet/Graduate School

    Author : John Nestenborg; Simon Petersson; [2022-06-29]
    Keywords : Optimized portfolios; Global Minimum Variance; GMV; Equal Risk Contribution; ERC; Naive portfolio; Market-Capitalization portfolio; Comparison between portfolio weighting schemes;

    Abstract : Uncertainty about the future is an everlasting part of investing. This study aims at testing the historical performance out-of-sample for optimized portfolios and if the performance was superior to benchmarks. 11 different portfolios are compared to two different benchmarks; the naive- and market-capitalized portfolio. READ MORE

  3. 12. THE PREDICTIVE ABILITY OF FINANCIAL RATIOS ON STOCK RETURNS. A study of the S&P Global 100 during 2000 – 2020

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Ninni Ekman; [2022-04-07]
    Keywords : Financial ratios; stock return; predictability; regression;

    Abstract : This study examines the predictive ability of ten financial ratios on annual stock returns at a one-year horizon. Ratios and stock returns are observed for the S&P Global 100 Index over the time period 2000 to 2020. The index is chosen for its representativeness stemming from the size and multinationality of its constituents. READ MORE

  4. 13. The Impact of COVID-19 on Corporate Capital Structure : An empirical evaluation on the pandemic in a Swedish context

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

    Author : Christopher Edberg; Oliver Kjellander; [2022]
    Keywords : COVID-19; Capital Structure; Leverage; Debt-to-Total Asset; Sweden; Trade-Off Theory; Pecking Order Theory;

    Abstract : This study has strived to explore how capital structure in Swedish corporations has been affected by the COVID-19 pandemic. The study has employed both a panel regression with fixed and random effects estimation as well as a dynamic panel regression with Arellano-Bond estimators. READ MORE

  5. 14. ESG Portfolios in Different Markets - Investigating the Relationship Between ESG Performance and Financial Performance

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Ludwig Wolff; [2022]
    Keywords : ESG Portfolios; Abnormal Returns; Carhart Four-Factor Model; U.S; Europe; Emerging markets; Business and Economics;

    Abstract : By applying one of the largest datasets on ESG ratings to date with around 8000 companies included during the sample period between 2006-2021. This paper investigates the increasingly popular link between firms’ social and financial performance and the potential abnormal returns to be found using ESG investment strategies. READ MORE

  6. 15. 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