Essays about: "securities"
Showing result 16 - 20 of 200 essays containing the word securities.
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16. Unveiling the Cause of NAV-Discounts of Swedish Closed-End Funds
University essay from Göteborgs universitet/Graduate SchoolAbstract : Closed-end funds (CEF) have long been a crucial intermediary in the Swedish financial market by providing relatively inexpensive investment opportunities through their portfolio of public and non-public securities. Interestingly, although CEFs worldwide have been traded at a value below the cumulative value of their underlying portfolio, i.e. READ MORE
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17. Exploring Net Inflows in Securities Trading - Analysing Which Factors Contribute the Most to Net Inflows for a Swedish Niche Bank
University essay from KTH/Matematisk statistikAbstract : This thesis examines which factors drive overall net inflows to a Swedish niche bank. It further investigates whether these factors are the same or different from the factors that drive net inflows to mutual funds as well as shares. READ MORE
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18. Does the bond market fully reflect the value of intangibles?
University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringAbstract : This paper examines how the bond market reflects the value of an intangible, more specifically the value of employee satisfaction. Prior research has found support for a mispricing of information on employee satisfaction in the equity market. READ MORE
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19. Rational Exuberance: Hedge fund trading strategy in bubbles
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This paper examines hedge fund trading strategy in seven bubbles and concludes that hedge funds apply different strategies for different bubbles. We analyze hedge funds' long positions in bubble stocks. Further, we run a regression to account for any short positions. READ MORE
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20. Backtesting Expected Shortfall : A qualitative study for central counterparty clearing
University essay from Umeå universitet/Institutionen för matematik och matematisk statistikAbstract : Within Central Counterparty Clearing, the Clearing House collects Initial Margin from its Clearing Members. The Initial Margin can be calculated in many ways, one of which is by applying the commonly used risk measure Value-at-Risk. However, Value-at-Risk has one major flaw, namely its inability to encapsulate Tail Risk. READ MORE