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Displaying results 1 to 3 of 3.

  1. Understanding asset price dynamics in the presence of option hedging, circuit breakers and cash flow growth
    Author: Ulmann, Florian
    Published: 2021

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
    Language: English
    Media type: Dissertation
    Format: Online
    Other identifier:
    hdl: 20.500.11850/526014
    No.27982
    Subjects: Valuation; OPTIONS (FINANCE); Hedging; Price impact; CASH FLOW (ACCOUNTING); Circuit Breaker; Mathematical Finance; ECONOMICS; FINANCE; Expected Returns; Cost of capital; Discounted cash flow method; Discounted cash flow; investing in stocks; Trading strategy; Stock returns; OPTIONS (FINANCE); CASH FLOW (ACCOUNTING); HEDGING (FINANCIAL MATHEMATICS); INVESTMENT MANAGEMENT
    Scope: 1 Online-Ressource (circa 168 Seiten), Illustrationen
    Notes:

    Dissertation, ETH Zurich, 2021
  2. Trading strategies and return patterns in commodity futures markets
    Author: Rothenberger, Marcel
    Published: 2022

    This thesis analyzes commodity futures pricing, trading activities in commodity futures contracts and their use for investment strategies. The aim of this thesis is to fill important gaps in the research field of commodity markets and to highlight... more

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    Universitätsbibliothek Braunschweig
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    Staats- und Universitätsbibliothek Bremen
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    Universitätsbibliothek Clausthal
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    Fachhochschule Erfurt, Hochschulbibliothek
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    Niedersächsische Staats- und Universitätsbibliothek Göttingen
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    Universitäts- und Landesbibliothek Sachsen-Anhalt / Zentrale
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    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
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    Staats- und Universitätsbibliothek Hamburg Carl von Ossietzky
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    Technische Universität Hamburg, Universitätsbibliothek
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    Bibliothek der Hochschule Hannover
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    Bibliothek im Kurt-Schwitters-Forum
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    Technische Informationsbibliothek (TIB) / Leibniz-Informationszentrum Technik und Naturwissenschaften und Universitätsbibliothek
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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Zentrale Hochschulbibliothek Lübeck
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    Leuphana Universität Lüneburg, Medien- und Informationszentrum, Universitätsbibliothek
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    Hochschule Magdeburg-Stendal, Hochschulbibliothek
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    Hochschule Osnabrück, Bibliothek Campus Westerberg
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    Hochschule Magdeburg-Stendal, Standort Stendal, Bibliothek
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    UB Weimar
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    This thesis analyzes commodity futures pricing, trading activities in commodity futures contracts and their use for investment strategies. The aim of this thesis is to fill important gaps in the research field of commodity markets and to highlight special characteristics of commodity futures. It consists of three main chapters which are based on three research papers. The first paper Smart Beta Strategies on Commodity Futures Markets analyzes the use of commodity futures for passive long-only factor investment strategies. It builds on the idea of using factor investment strategies, sometime...

     
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    Volltext (kostenfrei)
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    Source: Union catalogues
    Contributor: Korn, Olaf (AkademischeR BetreuerIn); Trück, Stefan (AkademischeR BetreuerIn); Hitz, Jörg-Markus (AkademischeR BetreuerIn)
    Language: German
    Media type: Dissertation
    Format: Online
    Other identifier:
    Subjects: Commodity Futures; Smart Beta; Factor-Investing; Expected Returns; Term Premiums; Factor Models; Trading Activity; Delivery Process; Risk Premium; Commodity Futures; Smart Beta; Factor-Investing; Expected Returns; Term Premiums; Factor Models; Trading Activity; Delivery Process; Risk Premium
    Scope: 1 Online-Ressource (circa 114 Seiten), Illustrationen, Diagramme
    Notes:

    Dissertation, Georg-August-Universität Göttingen, 2022
  3. R&D, innovation, and the stock market
    Author: Goyal, Amit; Wahal, Sunil
    Published: [2023]
    Publisher:  Swiss Finance Institute, Geneva

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    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Keine Rechte
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
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    Series: Swiss Finance Institute research paper series ; no 23, 107
    Subjects: Research & Development; Patents; Innovation; Intangibles; Profitability; Asset Pricing; Expected Returns; Accruals
    Scope: 1 Online-Ressource (circa 63 Seiten), Illustrationen