Blar i Master of Science på emneord "finans"
Viser treff 121-140 av 410
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Equity Share and the Downside Risk at the Norwegian Government Pension Fund Global (GPF-G)
(Master thesis, 2021)This paper studies the changes in asset and equity allocations across asset classes and markets in the Norwegian Government Pension Fund Global’s (GPF-G or "The Fund") portfolio. It evaluates how the shifts in the ... -
ERM usage and value premium for Norwegian firms
(Master thesis, 2021)This thesis examines the effect of risk management on firm value. We test our main hypothesis that the implementation of ERM provides a value premium relative to TRM usage. By identifying ERM and TRM usage in Norwegian ... -
ESG and corporate financial performance: A study on differences across countries and industries in Europe
(Master thesis, 2021)We study the relationship between ESG performance and nancial performance in Europe. We bring new insight to this eld of research by dividing the sample into subsamples based on industry and geographic location to ... -
ESG Disagreement: Determining Factors and Impact on Stock Performance
(Master thesis, 2021)Using a sample of S&P 500 firms in the period 2010-2020. We will first study the rating variation of Environmental, Social, and Governance (ESG) ratings among some of the top prominent agencies. Secondly, we will study ... -
The ESG disclosure and the stock price crash risk -evidence from China
(Master thesis, 2023)With the continuous improvement of China’s ESG information disclosure system, the quality of ESG information disclosure will have an important impact on the stock price crash risk. However, there is no literature in China ... -
ESG rankings, lnuestor Preferences, and Net Flows: Euidence from US Mutual Equity Funds in Market Downturns
(Master thesis, 2023)This study examines the relationship between fund sustainability and net flows of open-ended US mutual equity funds, and investor preferences in market downturns. We find evidence of a pattern using panel data fixed ... -
ESG rating and financial performance in the Nordic market
(Master thesis, 2019)Stakeholders’ interest in firms have increased in recent years and ESG rating have become more important. Previous literature has had difficulties concluding on the effect of ESG rating on financial performance. The ESG ... -
ESG Rating Disagreement and Firm Performance
(Master thesis, 2023)The increasing focus on environmental, social, and governance (ESG) matters has led to the emergence of numerous ESG rating agencies that evaluate and rank companies based on their ESG performance. As a result, we now ... -
ESG Ratings and Stoel! Returns in the US Equity Market
(Master thesis, 2023)This thesis investigates the relationship between ESG ratings and stock returns in the US equity market. Using the companies listed on the S&P 500 as a benchmark for the American stock market we perform a long-short zero ... -
ESG Scores and Company Financial Performance in the United States
(Master thesis, 2023)This objective of this thesis was to examine the relationship between financial performance and environmental, social, and corporate governance (ESG) scores in the United States over the time period 2003 to 2022. The ... -
ESG Scores and Equity Value: A Study of ESG Premium in the Nordic markets
(Master thesis, 2023)This study explores the relationship between ESG scores and P/B ratios for Nordiclisted companies. We find indications of differences in average P/B and ESG scores. To explore if ESG drives P/B differences, we develop a ... -
ESG-Ratings and Returns
(Master thesis, 2020)We nd that value-weighted portfolios long US stocks from compa- nies with low Environmental, Social and Governance (ESG)-ratings and short stocks with high ESG-ratings have returned annualized 5-factor alphas between ... -
Evaluating Modern Asset Pricing Models in the Norwegian Stock Market
(Master thesis, 2021)This master thesis evaluates three different asset pricing models in the Norwegian stock market. We chose to evaluate the CAPM, Fama- French three factor model and the q-factor model. This is the first time the q-factor ... -
Evaluating the Performance of Norwegian Socially Responsible Investment Funds
(Master thesis, 2018)This study investigates the financial performance of Norwegian SRI mutual funds over the time period January 2010 - December 2017. The study is performed by comparing 32 SRI funds to 42 conventional funds with similar ... -
Evaluation of stock characteristics on the Norwegian and Romanian stock markets
(Master thesis, 2017)This master thesis evaluates the stock characteristics of two main asset-pricing models in both the Norwegian and Romanian stock markets with the addition of liquidity, momentum, beta and idiosyncratic volatility in order ... -
Excess stock returns during monetary policy announcement days in the euro area and the US
(Master thesis, 2018)We investigate the excess stock return performance during the ECB monetary policy decision (MPD) and the FOMC days. In particular, why on average there are a high excess return during the FOMC days but not during the ... -
Exploring Risk-Based Portfolio Construction: Empirical Evaluation of Equal Risk Contribution and Inverse Volatility Portfolios
(Master thesis, 2023)We examine the effectiveness of risk-based portfolio construction methods, specifically Equal Risk Contribution (ERC) and Inverse Volatility (IVP), using the same data set and performance measures as in DeMiguel, Garlappi, ... -
Exploring the link between gender diversity and financial performance on Norwegian boards
(Master thesis, 2023)In recent years, gender diversity has become a much-debated topic with regards to optimal board compositions. This paper studies the relationship between gender diversity on Norwegian boards and firms’ financial performance. ... -
Exploring the Relationship Between Management, Corporate Governance, and Agency Theory: An Empirical Examination of Their Impact on Net Asset Value Premiums or Discounts in Publicly Listed Shipping Companies
(Master thesis, 2023)This paper investigates the relationship between corporate governance and the premiums or discounts between the market capitalization and the net asset value (NAV) of publicly listed maritime shipping companies. We employ ... -
Exploring the Relationship Between the Slope of the Yield Curve, Volatility, and the Profitability of Momentum Trading Strategies in US Stocks: An Empirical Analysis
(Master thesis, 2023)This thesis explores the interplay between yield curve inversions, volatility and Momentum trading strategy performance in the US stock market. We test the theory that yield curve dynamics can predict fluctuations in ...