Essays about: "relevance index"

Showing result 1 - 5 of 43 essays containing the words relevance index.

  1. 1. Covered Call on an Index - A Comparative Study of Two Strategies

    University essay from Göteborgs universitet/Graduate School

    Author : Karin Carlsson; [2023-06-29]
    Keywords : Index Options; Covered Calls; Monte Carlo; Utility;

    Abstract : This thesis undertakes a comparative analysis of two ways of performing a covered call strategy on a dual asset index. The distinguishing factor between the two approaches pertains to the writing of the call options, where one approach involves writing the call option on the entire index, while the other involves writing options on each asset within the index separately. READ MORE

  3. 2. Accounting for the Measurement Bias: A Study of Market Efficiency in the United States and the Relevance of Extensive Fundamental Analysis in Equity Valuation

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

    Author : Erik Bergmark; Hugo Freudenthal; [2023]
    Keywords : Accounting valuation bias; Fundamental analysis; Horizon Value; Market mispricing; Residual income valuation;

    Abstract : This thesis investigates abnormal returns over the period 1983-2021 from an investment strategy that is based on public accounting information. Investment positions are taken in US manufacturing firms and are held for 36 months using a self-financing (hedged) portfolio. READ MORE

  4. 3. Climate Resilient Development and Disasters : Trend analysis of policy change after milestone events in the period 2000 - 2020

    University essay from Uppsala universitet/Statsvetenskapliga institutionen

    Author : Hannes Grünfeld; [2023]
    Keywords : Climate resilient development; disaster-reform hypothesis; milestone events; effect lag; trend analysis;

    Abstract : There is a debate within the field of policy studies whether disasters are drivers of policy reforms, as encapsulated by the disaster-reform hypothesis. Since the disaster rate for extreme weather events are increasing in frequency and severity due to climate change, it is of high relevance to study if these disasters have any effect on climate polices. READ MORE

  5. 4. Central Banks' Effect on Bitcoin Returns: An Event Study

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Filip Lundqvist; Christian Olivefors; [2022-07-08]
    Keywords : Event Study; Bitcoin; Efficient Market Hypothesis; Cryptocurrency; Monetary Policy Tool; Blockchain;

    Abstract : Bitcoin has become established in the financial system and has a volatile price development. Lacking trust in the financial system and monetary policy has led to increased adoption of Bitcoin. The regulation of Bitcoin can be hard to succeed with. The thesis will study the impact of central bank statements from ECB and FED on Bitcoin’s returns. READ MORE

  6. 5. Design for repair as a circular Eco-Design approach: Methodological approaches and a case study on a vacuum cleaner

    University essay from KTH/Maskinkonstruktion (Inst.)

    Author : Manuel-Dominik Uli-Merz; [2022]
    Keywords : ;

    Abstract : One of the strategies for the transition towards more sustainable industries and a circular economy is to extend the lifetime of products by promoting their repair. In order to allow for repair and to make it more feasible, this should already be considered in the development process of the product. READ MORE