Essays about: "value weighted index"
Showing result 1 - 5 of 32 essays containing the words value weighted index.
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1. Beyond Profits: Exploring the Investment Styles and Risk-Adjusted Returns of ESG-Driven Portfolios
University essay fromAbstract : This study uses daily data to examine how different ESG implementations affect performance and portfolio characteristics. With a non-homogenous view of how ESG investing is defined, ten different value-weighted portfolios are constructed. The geographical focus is the US market, with the S&P 500 total return index (SPXTR) as the screening universe. READ MORE
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2. CAViaR and Cross-sectional quantile regression models to assess risk in S&P500 sectors
University essay from Göteborgs universitet/Graduate SchoolAbstract : The aim of this thesis is to investigate the performance of different models used in risk management to identify and control risks that may negatively impact company operations due to unpredictable events. More specifically, the object of this paper is the discussion of a cross-sectional quantile regression model (CSQR) and the CAViaR model, which is a time series quantile regression model. READ MORE
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3. Image-driven simulation of brain tumors using a reaction-diffusion mathematical model
University essay from Linköpings universitet/Avdelningen för medicinsk teknikAbstract : Brain tumors pose a big challenge in the field of neuro-oncology. Gliomas are the largest subgroup. Magnetic resonance imaging is a non-invasive tool for detecting and characterizing these tumors. Mathematical models, such as the reaction-diffusion equation, can be used for understanding the intricate behavior of gliomas. READ MORE
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4. The Impact of Spin-offs on Shareholder Value : Evidence from the Swedish Market 1991-2022
University essay from Uppsala universitet/Företagsekonomiska institutionenAbstract : This thesis uses an event study methodology to investigate the short- and long-term effect on shareholder value from Lex ASEA-approved spin-offs' on the Swedish market between 1991-2022. The impact of spin-offs has been examined by estimating the effects on the parent firm, the spun-off entity, and a value-weighted pro-forma entity. READ MORE
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5. Economic Policy Uncertainty and Stock Market Performance: The Role of CSR
University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringAbstract : This research study aims to examine the association between economic policy uncertainty (EPU) and stock market performance, and to investigate whether corporate social responsibility (CSR) has an impact on this relationship. The dataset used in this study comprises firms listed on the S&P 500 index from 2013 to 2022 and is applied on two models, the Capital Asset Pricing Model and Fama French Three Factor Model. READ MORE