Essays about: "risk beta"

Showing result 1 - 5 of 142 essays containing the words risk beta.

  1. 1. Analysing M&A performance Using CAPM to Evaluate the Acquiror’s systematic risk in investment strategies

    University essay from Blekinge Tekniska Högskola

    Author : Kakwano Rodney; [2024]
    Keywords : mergers and acquisitions systematic risk;

    Abstract : The purpose of this paper is to analyse the acquiror’s post M&A systematic risk using the stock performance evaluation by determining the change in beta (post M&A and Pre-M&A). and further determine the impact and significancy of M&A characteristics from the previous studies that have an explanatory value that may lead to a change in the systematic risk. READ MORE

  3. 2. The Greenfee of Beta - Unraveling the Impact of Sustainability on Systematic Risk

    University essay from

    Author : Johannes Sigurdson; Chris Teow; [2023-06-30]
    Keywords : ;

    Abstract : This paper unravels the impact of sustainability on systematic risk. Literature suggests that enhanced sustainability reduces companies' systematic risk, thanks to e.g. product differentiation, a broader spectrum of investors holding the assets, or simply because there exists a specific ESG factor. READ MORE

  4. 3. The Relationship Between Beta and Arbitrage Spread in M&A Deals

    University essay from Göteborgs universitet/Graduate School

    Author : Daniel Granat; William Fredriksson; [2023-06-29]
    Keywords : ;

    Abstract : Risk arbitrage is an event-driven investment strategy where the risk arbitrageur aims to capture the arbitrage spread between the target’s stock price and the bid price by the acquiring firm in a merger and acquisition (M&A) deal. Previous research suggests that specific risks connected to the deal as completion or duration risks, as well as firm and bid characteristics, influence the arbitrage spread. READ MORE

  5. 4. Neuropsychiatric Symptoms in Alzheimer's Disease: Associations with Beta Amyloid and Potential New Cutoff Points on Neuropsychiatric Assessment Scales

    University essay from Lunds universitet/Institutionen för psykologi

    Author : David Christopher Wimmer; [2023]
    Keywords : Alzheimer s disease; dementia; neuropsychiatric symptoms; apathy; cognitively healthy; cognitively impaired; ROC analysis; Social Sciences;

    Abstract : Neuropsychiatric Symptoms (NPS) have been shown to be associated with Alzheimer's disease ( AD). They negatively affect disease outcome and could play a future role in the detection of prospective AD cases. READ MORE

  6. 5. CARs In the Driver’s Seat: The Battle Between Capital and Stock Performance

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Léo Fégeant; Alice Beer; [2023]
    Keywords : Capital Adequacy Ratio; Capital Requirements; Stock Returns; Basel-III; Business and Economics;

    Abstract : After the financial crisis of 2008, the Basel Committee on Banking Supervision created the latest Accord for capital requirements: The Basel III Accord. Basel III set higher requirements for both quantity and quality of capital, with the aim to mitigate systemic risk. READ MORE