Sökning: "Alan Dari Lindahl"

Hittade 2 uppsatser innehållade orden Alan Dari Lindahl.

  1. 1. Momentum and Trend in Sweden: Enhancing profits and limiting downside risk by using indicators from different time horizons

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Alan Dari Lindahl; Jan Wiki; [2020-07-07]
    Nyckelord :momentum; momentum crash; echo; trend; moving averages; cross-section; downside risks; predictability; factor models; turnover; transaction costs;

    Sammanfattning : Although being one of the most robust anomalies ever discovered, the momentum factor occasionally suffer big losses during market recessions periods. We apply and compare different factor models, and find that when sorting the momentum factor on prior 2-6 months it earns a higher average monthly return compared to the common sorting on prior 2-12 months. LÄS MER

  2. 2. Bankers värdering av energieffektiviserande renoveringar vid kreditbeslut- En kvalitativ undersökning av de svenska storbankernas värdering av hållbara renoveringar på det befintliga fastighetsbeståndet

    Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

    Författare :Alan Dari Lindahl; Isabella Rucinski; [2018-06-25]
    Nyckelord :banks; energy efficiency; lending; SME;

    Sammanfattning : Previous studies have shown that there are a number of barriers that hinder the construction of energy efficient housing, one of the barriers being financial difficulties. Some real estate companies have been experiencing a lack of financial means as a key issue for carrying out renovations, as a consequence, the number of sustainable renovations have not been carried out in the required pace. LÄS MER