Essays about: "risk-return"

Showing result 1 - 5 of 65 essays containing the word risk-return.

  1. 1. VC Funding & Success of Clean Tech Startups: Impact of Exogenous Demand Shocks

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Jakub Horyna; Finn Aretz; [2023]
    Keywords : Venture Capital; Clean Technology; Demand Shocks;

    Abstract : Using a dataset of 51,184 global early-stage venture capital (VC) financing rounds, we examine the impact of exogenous demand shocks on VC funding and success rates in the clean technology sector. Specifically, we investigate the repercussions of the Fukushima Nuclear Disaster (2011) and the Paris Agreement (2015). READ MORE

  3. 2. Bitcoin - is it worth our dime? Bitcoin's effect on portfolio returns and its properties in a Swedish setting.

    University essay from

    Author : Max Bernhardtz; Joakim Eriksson; [2022-07-04]
    Keywords : ;

    Abstract : Bitcoin made its way into the consciousness of investors and the general public around 2015. Growing in popularity from there and inspiring the creation of many other crypto currencies along the way, it has been subject to several hypes and sharp declines since. READ MORE

  4. 3. Employee representation on the board of directors and its implications on corporate risk- A quantitative study on diverging stakeholder preferences

    University essay from Göteborgs universitet/Graduate School

    Author : Filip Engelholm; Lukas Nyström; [2022-06-30]
    Keywords : Board level employee representation; Codetermination; Risk preferences; Stakeholder incentives; Agency conflict; Corporate governance;

    Abstract : This study investigates how board-level employee representation (BLER) impacts the risk profile of a firm. More specifically, it investigates whether the binary presence of employees in the board room, or the relative ratio of votes allocated to employees, leads to reduced total, idiosyncratic, or systematic risk. READ MORE

  5. 4. Factor Investing and ESG Integration in Regime-switching Models- An Empirical Study on ESG Factor Integration Using Infinite Hidden Markov Models

    University essay from Göteborgs universitet/Graduate School

    Author : Arien Haghshenas; Martin Karim; [2022-06-29]
    Keywords : ESG; Hidden Markov Models; Factor investing; Machine learning; Portfolio construction; Regime-switching models;

    Abstract : ESG investing is an active area of interest, both for the investment and academic communities. However, research is inconclusive on the financial benefits of integrating ESG factors in portfolio construction. READ MORE

  6. 5. The Momentum Premium: An Intermediary Asset Pricing Perspective

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Simon Eliasson; David Öhlund; [2021]
    Keywords : Momentum; Intermediary Asset Pricing; Time-Varying Risk;

    Abstract : We attempt to explain the momentum premium using time-varying risk under the frictions of financial intermediation. Our conditional CAPM model reveals positive covariation between momentum's beta and the expected market risk premium. READ MORE