Essays about: "thesis on capital market performance"

Showing result 1 - 5 of 79 essays containing the words thesis on capital market performance.

  1. 1. A valuation of Swedish hedge fund performance

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Elis Grönqvist; Johan Wennerström; [2023-02-09]
    Keywords : ;

    Abstract : In this thesis we present annual returns of Swedish hedge funds sorted by investment strategies and investigate which strategy performs best and how the Fama-French factors: market premium, value premium and growth premium affect these returns. The Fama-French three-factor model is built on the Capital Asset Pricing Model which tries to describe the relationship between the expected return of an asset and the risk of the asset compared to the market. READ MORE

  3. 2. Structural Review and Performance Evaluation of Real Estate Tokens

    University essay from KTH/Fastighetsekonomi och finans

    Author : Berke Bayhoca; [2023]
    Keywords : Blockchain; Security Token; Real Estate; Portfolio Management; Blockchain; Säkerhetstoken; Fastigheter; Portföljförvaltning;

    Abstract : This thesis study includes quantitative and qualitative research on real estate tokens, one of the leading security tokens. Security tokens, which are based on blockchain technology, are rapidly becoming widespread as new era investment products. Real estate tokens have long stood out as one of the most popular of these tokens. READ MORE

  4. 3. Risk Management and Sustainability - A Study of Risk and Return in Portfolios With Different Levels of Sustainability

    University essay from KTH/Matematik (Avd.)

    Author : Magnus Borg; Lucas Ternqvist; [2023]
    Keywords : ESG; Value-at-Risk VaR ; Expected Shortfall ES ; Risk Management; Financial Risk; Financial Mathematics; Sustainability; Portfolio Management; Capital Asset Pricing Model CAPM ; Hållbarhet; Value-at-Risk VaR ; Expected Shortfall ES ; Riskhantering; Finansiell Risk; Finansiell Matematik; Portföljkonstruktion;

    Abstract : This thesis examines the risk profile of Electronically Traded Funds and the dependence of the ESG rating on risk. 527 ETFs with exposure globally were analyzed. Risk measures considered were Value-at-Risk and Expected Shortfall, while some other metrics of risk was used, such as the volatility, maximum drawdown, tail dependece, and copulas. READ MORE

  5. 4. Long-term performance and Method of Payment: A study of the Nordic Mergers and Acquisitions Market

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Jonathan Svensson; Zied Boudabbous; [2023]
    Keywords : M A; BHAR; Method of Payment; The Nordic Region; Financial Constraints.; Business and Economics;

    Abstract : Purpose: The purpose of this study is to test how Nordic acquirers perform post M&A deals and to what extent the Method of Payment affects this performance. An additional analysis is also conducted where the above is tested, conditional on the financial constraints of the acquirer. READ MORE

  6. 5. The Low Volatility Anomaly in Sweden and its Presence During the Covid-19 Pandemic

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Felicia Ekener; Albin Friedrichsen; [2022-06-30]
    Keywords : Risk; Low volatility anomaly; Covid-19; Capital Asset Pricing Model.;

    Abstract : Investing in the stock market has interested people for a long time as the hope to generate high returns has been an incentive to risk one’s money. From this argumentation has a general relationship between risk-and-return been created. READ MORE