Essays about: "thesis in equity investment"

Showing result 16 - 20 of 134 essays containing the words thesis in equity investment.

  1. 16. Climate Disaster-Triggered Attention Shifts: Evidence from Green Mutual Fund Flows

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Jack Arkesteijn; Simon Wießner; [2022]
    Keywords : Climate disasters; Climate change; Mutual funds; Behavioral finance; LCD;

    Abstract : This thesis empirically investigates the degree to which climate disasters have a behavioral impact on mutual fund flows into green versus non-green funds. Through a twofold analysis that studies both Google search volume-proxied investor attention as well as green and control mutual fund flows, we show that local climate disasters have a positive impact on both investor attention and behavior towards green funds. READ MORE

  3. 17. The impact of open business model, innovation types and firm’s capital structure on product’s time-to-market and firm performance

    University essay from Blekinge Tekniska Högskola/Institutionen för industriell ekonomi

    Author : Christoffer Nilsson; Belinda Hsu; [2022]
    Keywords : Business model framework; innovation; capital structure; time-to-market; firm performance; structural equation modeling; exploratory factor analysis;

    Abstract : For decades, globalization has introduced both opportunities and pressures for companies around the world by introducing freer trade, increasing foreign direct investment and the international use of intellectual property that boosted the diffusion of knowledge and technology. As a result, the international competition has become more intense for many firms. READ MORE

  4. 18. Fixed Income Securities as a Hedge against Equity Market Downside

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Timmie Bengtsson; [2022]
    Keywords : Fixed Income; Financial Markets; Hedge; Portfolio; Downside Risk; Value-at-Risk; Expected Shortfall; Extreme Value Theory; Kernel Density Estimation; Business and Economics;

    Abstract : Investors are constantly searching for ways to protect their wealth, ideally without losing out on long-term returns. To achieve this, some investors choose to diversify their equity portfolios with fixed income assets, believing they can protect their portfolios from drawdowns. READ MORE

  5. 19. How do ESG assets relate to the financial market? : A Diebold-Yilmaz spillover approach to sustainable finance

    University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

    Author : Shobair Moosawi; Ludvig Segerhammar; [2022]
    Keywords : AR 1 -GARCH p; q ; Commodity; ESG; Equity; Return; Spillover; Sustainability; Sustainable finance; Volatility;

    Abstract : The purpose of this master’s thesis is to investigate to what extent ESG assets and traditional benchmarks affect one another. Since sustainable investment is a growing segment of the financial market, investors need to be informed about how it may affect their portfolios, and by extension if it can be used for portfolio diversification. READ MORE

  6. 20. Volatility Managing Strategy - A Strategy for Mitigating Risk and Stabilizing Risk-adjusted Return

    University essay from KTH/Matematisk statistik

    Author : Sara Barwary; Hanna Lind; [2021]
    Keywords : ARCH; EGARCH; GARCH; GJR-GARCH; Return; Risk; Volatility; Volatility Managing Strategy; ARCH; EGARCH; GARCH; GJR-GARCH; Avkastning; Risk; Volatilitet; Volatilitetshanterande strategi;

    Abstract : Volatility managing strategies have gained attention over the last few years due to theiralleged ability to increase portfolio return and mitigate risk. This thesis examines the performance and risk of a portfolio using such a strategy on the Swedish equity market. The strategy is dependent on the forecasting of volatility. READ MORE