Magisteruppsatser
Browse by
Recent Submissions
-
Etiska och traditionella fonder - En utvärdering av risk och avkastning
(2019-06-18)Inom den finansiella sektorn förekommer en kontinuerlig utveckling av nya produkter och tjänster för att anpassa sig till dels hur den finansiella marknaden förändrar sig samt hur samhället och deras kunders krav förändras. ... -
Value at Risk and Expected Shortfall risk measures using Extreme Value Theory
(2019-01-22)Calculating risk measures as Value at Risk (VaR) and Expected Shortfall (ES) has become popular for institutions and agents in financial markets. A main drawback with these risk measures is that they traditionally assume ... -
Determinants of under-5 mortality in Uganda: an econometric analysis
(2016-08-25)Infant and child mortality rates are among the most important indicators of child health, nutrition, implementation of key survival interventions, and the overall social and economic development of a population. Economics ... -
The Art of Measurement - Exogenous Activation of Self-Control with Simple Verbal Sentences in Intertemporal Choice
(2015-06-24)Recent neurological studies have found first causal evidence for a neural self-control mechanism in decision-making in intertemporal choice (e.g. Hare et al. 2009, 2011 & 2014, Figner et al., 2010). Figner et al. (2010) ... -
Competition in the Swedish mutual fund industry
(2014-06-24)The mutual fund industry plays an important role in the Swedish society where a part of the future income for all people is linked to the return of Swedish mutual fund industry and its assets. The purpose of this thesis ... -
Argentina´s Net Trade Development under an Exchange Rate Switch
(2014-06-17)Argentina had a fixed exchange rate until January 2002 when the Argentinean banks allowed the peso to trade freely due to all the economic problems that the country underwent. This prompts us to find the impact of different ... -
A Comparison between the Performance of Ehtical and Conventional US Funds - Do different ethical characteristics matter?
(2014-06-17)This thesis investigates if there are differences in performance and investment styles between ethical and conventional US funds in the time period January 2004 – January 2014. We study both a pooled ethical portfolio and ... -
Funds Management Fees - Do you get what you pay for?
(2014-06-17)In this thesis, we study the relationship of 194 mutual funds’ management fees with respect to the funds’ risk-adjusted return, the alpha, derived from the four-factor model as defined by Carhart in 1997. This relationship ... -
Avoiding Yen Carry Trade Unwind Through Diversification
(2014-01-27)This study compares Markowitz’s mean-variance carry trade portfolios with traditional foreign exchange carry trade investments. The strategy generates on average positive yields over the total time frame, including the ... -
Innovation and Financial Development from a Global Perspective - Empirical Evidence from Manufacturing Firms in Developing Countries
(2013-10-17)Abstract Financial development, i.e. access to finance, is needed for innovation and to resolve the current under-allocation of innovation investments in small firms in countries with lower financial development. Using ... -
Stock market interdependencies - Evidence from the Eurozone´s southern periphery before and after the outbreak of the European debt crisis
(2013-09-18)Recent events in the Eurozone´s southern periphery have directed much interest to the region but only a limited number of studies have targeted the market interdependencies among these counties. This thesis examines the ... -
Basel III - What is Basel III, why do we need it and what will the consquences be?
(2013-09-09)The magnitude of the financial crisis in 2008 can be compared to the financial downturn and the great depression in the 1930´s. Even though we are currently in a situation where we are recovering from this crisis it is ... -
An Empirical Investigation of Factors Affecting the Standardization of Service Pricing - A Case Study of Flexlink
(2013-08-08)Over the last decades, the service sector has increased as a percentage of the economies. This paper analyzes whether service prices can be internationally standardized based on the Purchasing Power Parity (PPP) theory. ... -
Testing Pecking Order and Trade Off Models on Mining and Software Industries in Canada.
(2013-07-10)This paper tests the two major capital structure theories; pecking order theory and trade off theory, in order to determine how the debt ratios in mining and software industries in Canada behave. We used a disaggregated ... -
Democratic Effects on Public Spending - A Study of the Post-Soviet Context
(2013-07-10)The degree of democracy is an important factor determining a country’s welfare through the formation of policies and the government’s priorities. This study explores in a quantitative framework the effect of democracy on ... -
Daily Temperature Modelling for Weather Derivative Pricing - A Comparative Index Forecast Analysis of Adapted Popular Temperature Models
(2013-07-05)This study aims to construct improved daily air temperature models to obtain more precise index values for New York LaGuardia and, thus, more accurate weather derivative prices for contracts written on that location. The ... -
Detoxing by Taxing - A National Tax on Clothes Containing Chemicals?
(2013-07-05)Growing wealth and globalization have lead to increasing consumption of clothes and shoes in Sweden. Environmental organizations have shown that some clothes and shoes contain chemicals that are hazardous for both the ... -
Patents and Market Efficiency - An Analysis of Non-Qualitative Patents.
(2013-07-04)The importance of intellectual property and intellectual property rights in today’s economy steadily increases. By conducting event studies this report investigates whether the market is efficient when it comes to the ... -
Exchange rates and stock markets
(2013-07-04)The study employs a vector error correction model, cointegration analysis and Granger causality test to examine the short- and long-run dynamic relationship between the USD/SEK exchange rate and the OMXS30. In the short-run ... -
Hur påverkas humankapitalet av migrationen mellan länderna i Nord? - En studien av fenomenen brain drain och brain gain i Ungern.
(2013-06-14)Brain drain innebär förlorat humankapital till följd av migration och förknippas oftast med högutbildade medborgares flytt till utlandet. Brain gain innebär å andra sidan ökat humankapital, antingen till följd av att ...
RSS 1.0