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Now showing items 101-110 of 160
A study of the Basel III CVA formula
(2017-07-03)
In this thesis we compare the official Basel III method for computing credit value adjustment (CVA) against a model that assumes piecewise constant default intensities for a number of both market and fictive scenarios. CVA ...
Insynshandel som indikator på övervavkastning
(2019-07-09)
The purpose of the thesis is to investigate whether it is possible to predict future excess returns at the Swedish stock market by observing the insiders' aggregate purchase transactions within the company. The study used ...
SWEDISH MUTUAL EQUITY FUND PERFORMANCE - A COMPARATIVE STUDY OF SWEDISH FUNDS INVESTING IN SWEDEN & THE U.S.
(2017-07-03)
The purpose of this thesis is to investigate the performance of Swedish mutual equity funds that primarily invest in either the Swedish or the U.S. market. Complementing prior research, we emphasis the relative performance ...
Is the EU ETS effective? Examining the impact of the EU ETS on methane emissions
(2023-07-03)
The European Union Emission Trading System (EU ETS) is the world's largest trading system for emissions. It has a crucial role to play in meeting the goals of the Paris Agreement. However, there has been debate over its ...
Analyst Recommendations and Stock Returns Evaluating the performance of Nordic markets based on analyst consensus recommendations, and the impact of MiFID II
(2023-07-03)
This study evaluates the performance of equity analysts who cover publicly traded stocks in the Nordic markets. To assess their performance, we employ a method that involves creating daily rebalanced portfolios based on ...
Artificial Intelligence in Fund Management
(2023-07-03)
This thesis aims to contribute to the understanding of the benefits, limitations and future improvements of AI in fund management, it also tries to understand to what degree AI can substitute the human element. By conducting ...
The Influence of Payment Methods on Acquiror Stock Price in Mergers and Acquisitions Bachelor
(2023-07-04)
This study is examining acquiror CAR on the day of announcement following acquisitions made by Swedish public companies. The study investigates whether the acquiror CAR differs between cash and stock based acquisitions. ...
Är OMXS 30 effektiv enligt den semi-starka formen av den effektiva marknadshypotesen?
(2022-07-01)
Den effektiva marknadshypotesen gör gällande att informationen som offentliggörs på marknaden skall vara tillgänglig samt bedömas på ett rationellt sätt av investerare. Däremot så är antagandet om ett rationellt beteende ...
ESG and Fund Performance Comparing Funds with Different Strategic Benchmarks
(2023-07-03)
This thesis aims to identify if there is a positive relationship between ESG and fund performance, and if this relationship is different depending on the strategic benchmark of the funds and how they differ between the ...
Cryptocurrency Spillover Effect on Non-Fungible Token Pricing
(2022-08-18)
The thesis is designated to understand if the pricing of Non-Fungible Tokens (NFTs) is affected by the volatility present in the cryptocurrency market. NFTs are digital assets such as art, music, videos, and virtual property, ...