Essays about: "the use of portfolio"

Showing result 16 - 20 of 318 essays containing the words the use of portfolio.

  1. 16. Is there a carbon emission-return relation? Exploring the existence of a carbon emission return relation in the Swedish stock market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Gustaf Kaddik; William Lundell; [2023]
    Keywords : emission premium; emission alpha; carbon emissions; emission intensity; stock returns;

    Abstract : We use portfolio sorting and Fama-Macbeth regressions to investigate the potential relation between carbon emissions and stock returns in the Swedish stock market, a country with stringent carbon regulations and taxes. We research the Swedish stock market between 2010-2019 and do not find evidence of such a relationship. READ MORE

  3. 17. Applying the Shadow Rating Approach: A Practical Review

    University essay from KTH/Matematik (Avd.)

    Author : Viktor Barry; Carl Stenfelt; [2023]
    Keywords : Shadow Rating; probability of default; low default portfolio; credit risk; statistical learning; financial regulation; Basel; Pluto and Tasche; Skuggrating; sannolikhet av fallissemang; lågfallissemangsportfölj; kreditrisk; statistisk inlärning; finansiella regelverk; Basel; Pluto och Tasche;

    Abstract : The combination of regulatory pressure and rare but impactful defaults together comprise the domain of low default portfolios, which is a central and complex topic that lacks clear industry standards. A novel approach that utilizes external data to create a Shadow Rating model has been proposed by Ulrich Erlenmaier. READ MORE

  4. 18. Applicability of the Greenhouse Gas Protocol to Estimate Scope 3.11 and 3.12 for Product Systems : A case study at DeLaval, a dairy equipment company

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Elvira Ahlin Sellgren; Lovisa Lundblad; [2023]
    Keywords : ;

    Abstract : The standardized guidelines within the Greenhouse Gas Protocol (GHGP) categorize companies' greenhouse gas emissions into three different scopes: 1, 2 and 3. Scope 3, the indirect upstream and downstream greenhouse gas emissions, may represent the largest source of a company's total emissions but are often perceived as the most difficult scope to appreciate. READ MORE

  5. 19. Peeking Through the Leaves : Improving Default Estimation with Machine Learning : A transparent approach using tree-based models

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Elias Hadad; Angus Wigton; [2023]
    Keywords : Machine learning; Expected credit loss; Probability of default; ECL; PD; Risk Management; Credit Risk Management; Default Estimation; AI; Artificial intelligence; Fintech; Supervised learning; Decision tree; Random forest; XG boost; Transparency; Machine learning transparency;

    Abstract : In recent years the development and implementation of AI and machine learning models has increased dramatically. The availability of quality data paving the way for sophisticated AI models. Financial institutions uses many models in their daily operations. READ MORE

  6. 20. Private Equity’s Value Creation Levers for Green Returns : Three Case Studies of Growth-Orientated SMEs

    University essay from Linköpings universitet/Produktionsekonomi

    Author : Greta Björkman; Oscar Schwartz Blicke; [2023]
    Keywords : Private Equity; Value Creation; Active Ownership; Sustainable Investments; Corporate Governance;

    Abstract : Sustainable investing is an investment trend that has arisen in the past decade. The private equity industry has proven effective in providing financial returns and is increasingly shifting its focus towards green assets. READ MORE