Blar i Master of Science på tittel
Viser treff 1082-1101 av 1619
-
Political risk and international investment : the renewable energy market in Australia and the 2013 election
(Master thesis, 2013-02-13)Renewable energy has become a controversial political- and economical topic. The world community are on a global scale experiencing shrinking reserves of non-renewable energy sources such as fossil fuels, which also are ... -
Portfolio Optimization : On Risk Measures and Estimation Techniques
(Master thesis, 2016)This thesis focuses on the risk measure in the Markowitz algorithm. We discuss why assuming normality is unrealistic, and why the unconditional sample covariance matrix is an inappropriate input for the algorithm. We compare ... -
Portfolio risk hedging: Currency exposure and Shrinkage techniques
(Master thesis, 2022)We apply different shrinkage techniques to the covariance and concentration matrices used for the minimum variance currency risk hedging of a globally diversified portfolio. The techniques are applied with the aim to induce ... -
The Post IPO Performance of Nordic High-Growth Companies
(Master thesis, 2020)We study Nordic high-growth IPOs, measuring firms’ ability to meet the revenue growth expectations that their offer prices imply, and estimating the relationship between growth expectations and abnormal returns. We ... -
Post-acquisition performance of family owned firms and the effect of separating concentrated decision-making and risk- bearing functions: Evidence from Norway
(Master thesis, 2021)This thesis examines the financial performance of family firms transition to nonfamily firms and the effect of having an active family ownership. The analysis is based on Norwegian unlisted firms in the period of 2000-2018, ... -
Post-Delisting Performance of Voluntary Privatized Companies
(Master thesis, 2021)We analyze active owners’ ability to realize incentives that motivate voluntary delisting of firms. Reduced agency and regulatory costs and an increased tax shield are primary motivational factors that should improve a ... -
The Power of Contrast: Exploring the Allure of Black-and-White Advertising in Shaping Brand Luxury Perception
(Master thesis, 2023)This study explores the effectiveness of black-and-white imagery in luxury brand communications, specifically in influencing consumers’ perception of luxury in an era of increased accessibility to luxury brands. We ... -
The power of nudging applied to sustainable fashion consumption
(Master thesis, 2022)Previous research indicates a growing attitude towards buying sustainable products. This has led to an increased focus among several fashion brands to make it easier for their consumers to buy environmentally friendly ... -
The Power of Sentiment and Attention: Twitter and Google Trends as predictors of stock returns
(Master thesis, 2023)This thesis examines the impact of Twitter sentiment and Google Trends-derived investor attention on stock returns of Apple, Amazon, Microsoft, and Tesla. Spanning from January 1, 2018, to February 1, 2023, we extracted ... -
Predictability of Bond Risk Premia
(Master thesis, 2018)The notion of time-varying risk premia has great implications from an economic standpoint. We study the predictability of bond risk premia in the US, Australia, Canada, Switzerland, Germany, UK, and Japan, and whether ... -
The Predictability of Future IPO Volume Through Initial Returns, a Study of the European Market
(Master thesis, 2020)IPO volume is highly autocorrelated in the European market, unlike initial returns. We find more companies tend to go public the following quarter after periods of high initial returns, as well as some characteristics ... -
Predictability of Stock Returns: An application of presentvalue state-space models to the German Stock Market
(Master thesis, 2019)In my thesis, I introduce a state-space representation of the present-value model to analyze predictability in the aggregated German stock market. The proposed model uses the information contained in annualized price-dividend ... -
Predicting Default Loans using Machine Learning
(Master thesis, 2023)This thesis aims to determine whether machine learning algorithms effectively predict default loans and which machine learning algorithms are better performers than others. The research started by gathering information ... -
Predicting Private Equity Fund Returns
(Master thesis, 2022)This thesis investigates the potential of a Private Equity fund performance forecasting model, to assist Private Equity investors in their investment decision making process. Fund performance is measured by the fund’s ... -
Predicting Real Estate Price Variations using Machine Learning and Google Trends
(Master thesis, 2021)The goal of this paper is to create a modern model via the use of machine learning (such as support vector regression, regression tree and neural networks) and google trends to predict real estate price variations. The ... -
Predicting Stock Market Dynamics with Google Trends
(Master thesis, 2019)We investigate investor attention measured by search volume index (SVI) data from Google Trends, and its impact on returns. Moreover, we examine the features of SVI as both an explanatory variable at time zero and its ... -
Predicting Takeover Targets in the US Technology Industry
(Master thesis, 2019)This thesis explores which factors affect takeover prediction in the US technology industry and whether abnormal returns are achievable with an investment portfolio based on takeover probabilities. With a sample consisting ... -
Predicting the Macroeconomic Effects of Reducing Petroleum Activity in Norway: A Scenario Evaluation Approach
(Master thesis, 2022)In the late nineteen sixties Norway discovered large oil and gas reserves on the continental shelf. This changed the economy profoundly and Norway quickly became a resource-exporting economy. Today, around fifty years after ... -
Preparing for the crises of tomorrow: The role of balance between cognitive styles : A quantitative study of the explanatory power of balance between cognitive styles on task performance in a simulated crisis management setting
(Master thesis, 2022)In this thesis we sought to explore the extent to which balance between cognitive styles explains variation in task performance in a simulated crisis management setting. We conducted a quantitative study with a sample ... -
Preparing for the future: How to organize warehouse operations to secure a profitable e-commerce sales channel?
(Master thesis, 2016)The background and current setting of the topic and theme of this thesis is how a traditional logistics actor can profitably reconfigure warehouse operations with the purpose of preparing for increased e-commerce activities. ...