Search
Now showing items 1-10 of 19
Performance of Socially Responsible Investment Strategies in Funds During Financial Crises
(2017-07-03)
This paper investigates the performance of socially responsible investment (SRI) funds in northern and continental Europe. The study compares SRI funds to non-SRI funds in different market states by analyzing monthly returns ...
Sustainable Banking: A Closer Look at Scandinavian Banks´Sustainability Activities and Stock Market Performance
(2017-07-03)
This thesis investigates announcements of sustainability news in major commercial Scandinavian banks and their effect on stock market performance by conducting a quantitative research method using a standard event study ...
Socially Irresponsible Investment In The United States
(2017-08-22)
In this thesis, we provide evidence on the performance of an unethical investment strategy during the 21st-century. We examine publicly traded US companies engage in one of these five industries; gambling, oil/gas, alcohol, ...
En empirisk studie om processen bakom ett outsourcingbeslut
(2017-07-04)
This thesis examines how Swedish banks measure risks associated with outsourcing and how they weigh it against expected profit. It also discusses the benefits and disadvantages of outsourcing and investigates how banks ...
UNDERPRICING IN COLD AND HOT ISSUE MARKETS: Testing the Changing Risk Composition Hypothesis on the Swedish IPO Market.
(2017-06-30)
This paper aims to investigate the difference in average first-day return on initial public offerings (IPOs) between the “cold issue” market of 2010-2013 and the “hot issue” market of 2014-2016 on the Swedish IPO market. ...
Genererar fonder med prestationsavgifter bättre avkastning? En empirisk studie på den svenska fondmarknaden.
(2017-07-05)
This paper investigates how asymmetric performance fees affect the performance and risk-taking of mutual funds in the Swedish market between 2012–2016. From our findings we cannot conclude that performance fees induce fund ...
Credit Spread Changes in the Euro Area - An Empirical Study of the Relationship Between Interest Rates and Credit Spreads in the Euro-denominated Corporate Bond Market
(2017-07-07)
The behaviour of credit spreads is of importance for a wide array of stakeholders. We test the relationship between changes in risk-free interest rates and credit spreads in European bond market by running OLS regressions ...
Skäller hundarna högt i Sverige? En undersökning av Dogs of the Dow-strategin på den svenska aktiemarknaden
(2017-07-04)
The aim of this study is to re-examine the performance of the investment strategy proposed by John Slatter in 1988 called Dogs of the Dow on the Swedish stock market. The investment strategy of picking the 10 stocks with ...
Application of the Kelly Criterion on a Self-Financing Trading Portfolio -An empirical study on the Swedish stock market from 2005-2015
(2017-07-05)
A Kelly strategy theoretically optimizes the growth rate of investor’s capital. This paper evaluates its usefulness on the Swedish stock market between 2005 and 2015 by comparing returns to that of common portfolio strategies ...
Underpricing and actual return in IPOs
(2017-08-18)
In IPOs, both the firm and its underwriter might have incentives to underprice the shares. This has caused a perception that investing in IPOs is an easy way to achieve abnormal returns. According to an article published ...