Essays about: "net asset value approach"
Showing result 1 - 5 of 19 essays containing the words net asset value approach.
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1. Fundamental Indexation Smart Beta Strategy on the Swedish Market- Enhancing risk-adjusted performance with Fundamental Indexation
University essay from Göteborgs universitet/Graduate SchoolAbstract : Smart Beta strategies’ ability to combine the benefits of active- and passive investing has caught the attention of the Asset Management industry – propelling a surge in new Smart Beta products. These strategies offer a novel approach to factor investing by not weighting assets according to the typical cap-weighting scheme, instead applying weighting methods such as fundamental indexation, yielding a new dimension to factor-oriented strategies. READ MORE
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2. Performance of Small- and Large-cap stock portfolios- The importance of market anomalies across business cycles
University essay from Göteborgs universitet/Graduate SchoolAbstract : This Master´s thesis investigated the importance of the market anomalies size (market capitalization), value (Book-to-Market ratio) and momentum (lagged short-term momentum) for equity returns of small- and large-cap composite stock portfolios. The study focused on two contrasting stock markets (NASDAQ OMX and NYSE) across domestic business cycles over the time-period 2006 to 2021. READ MORE
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3. Valuation of Small Private Firms - A review of the most common theoretical frameworks for valuing firms, applied on a small private Swedish business
University essay from Göteborgs universitet/Företagsekonomiska institutionenAbstract : This thesis aims to provide the reader with an overview of the current issues and practices of valuing small private firms. Focusing on methods such as; Asset-, Income-, Multiple- and Real option-based approach. Thenceforth, applying said practices on an earlier cross-national acquisition of a small private Swedish firm. READ MORE
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4. Deep Learning and the Heston Model:Calibration & Hedging
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : The computational speedup of computers has been one of the de ning characteristics of the 21st century. This has enabled very complex numerical methods for solving existing problems. As a result, one area that has seen an extraordinary rise in popularity over the last decade is what is called deep learning. READ MORE
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5. “Cheap" property holding stocks: Opportunity of a lifetime or too good to be true? - An empirical test of investment strategies based on stock price / EPRA NAV multiples for Swedish property holding stocks.
University essay from Göteborgs universitet/Graduate SchoolAbstract : This thesis tests the reliability of EPRA NAV (European Public Real estate Association Net Asset Value) as a measure for stock prices in property holding firms. The law of one price dictates that the price of a listed asset should equal the price of a private asset, however, this is not the case for property holding firms as the stock prices deviate from the EPRA NAV. READ MORE