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We construct tradable risk factors using combinations of large and liquid mutual funds (long leg) and ETFs (exchange-traded funds) (long and short legs), based on their holdings, for both retail and institutional investors. Exploiting a novel dataset, our tradable factors take into account ETF shorting costs. Assessing the performance of our tradable factors against standard “on-paper” factors, we
Background and aims: As part of an RCT in six European sites, the direct mental health care cost for 422 patients with schizophrenia was analysed according to how total and medication costs differed across sites and which variables were likely to predict total or service-specific costs. Method: Service use was recorded continuously during a 12-month follow-up. Prescribed psychotropic medication wa
Docent, Programchef - Masterprogram i nationalekonomi Kontaktinformation E-post: maria [dot] persson [at] nek [dot] lu [dot] se Telefon: +46 46 222 46 70Organisation Nationalekonomiska institutionen Rumsnummer: Alfa 1:4091B Hämtställe: 10 WebbplatsMaria Perssons profil i Lunds universitets forskningsportal Publikationer Visar av publikationer. Sorterade efter år och sen titel. Filtrera efter typ A
https://www.ehl.lu.se/maria-persson - 2026-07-03
This thesis investigates whether firms that hedge, specifically against interest rate, currency, or commodity risks, experience a lower cost of capital compared to non-hedging firms. It further explores the firm-specific conditions under which hedging is most effective in reducing financing costs. We develop a custom Python-based model that integrates regular expressions, Natural Language Processi
Background: The spectrum of disorders of the brain is large, covering hundreds of disorders that are listed in either the mental or neurological disorder chapters of the established international diagnostic classification systems. These disorders have a high prevalence as well as short- and long-term impairments and disabilities. Therefore they are an emotional, financial and social burden to the
To determine the costs directly or indirectly related to bronchopulmonary dysplasia (BPD) in preterm infants. The secondary objective was to stratify the costs based on gestational age and/or birth weight. Systematic literature review. PubMed and Scopus were searched on 3 February 2020. Studies were selected based on eligibility criteria by two independent reviewers. Included studies were further
Title: Estimating the Impact of ESG scores on Firm Value and Cost of Capital - A Quantitative Study Across European Firms Purpose: The purpose of this paper is to investigate the impact of Environmental, Social, and Governance (ESG) scores on firm value and cost of capital across various market capitalizations, with a focus on small, mid, and large cap companies in the European Union. Methodology:
Although renovation costs can lead to rent increases in energy retrofitting, it is often assumed that reductions in energy costs will counterbalance the rent increase. In Swedish multifamily housing, energy costs for heating are however generally included as a fixed component in the monthly rent, meaning that the rent increase after energy retrofitting corresponds to the net change in rent level aAlthough renovation costs can lead to rent increases in energy retrofitting, it is often assumed that reductions in energy costs will counterbalance the rent increase. In Swedish multifamily housing, energy costs for heating are however generally included as a fixed component in the monthly rent, meaning that the rent increase after energy retrofitting corresponds to the net change in rent level a
Title: Sustainability in cross-atlantic economies: The effect of ESG score on cost of debt in the EU and US Seminar date: 2025-06-02 Course: BUSN79 - Degree Project in Accounting and Finance Authors: Johan Hellberg & Vilhelm Andersson Supervisor/examiner: Elias Bengtsson/Diem Nguyen Key words: ESG, cost of debt, financial systems, sustainability regulations, stakeholder Purpose: This stu
The aim of this study is to identify what the relationship between ESG scores and capital structure is, and whether it differs depending on the selected capital structure measure. Building on previous literature on sustainability strategies and capital structure, this paper revises the current state of the interconnectivity between ESG and financing decisions. By employing a quantitative study wit
