Sökning: "Asset classes"

Visar resultat 1 - 5 av 95 uppsatser innehållade orden Asset classes.

  1. 1. Empirical Analysis of Dependence Structure Between Assets: A Study of the Impact of Infation on Dependence Between Stock Portfolios and Gold

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Tim Baldesten Pajunen; Filip Steussloff; [2023-06-29]
    Nyckelord :Infation;

    Sammanfattning : In this paper, we study the impact of inflation on the dependence and volatilities of gold and stock portfolios constructed by Fama and French. To model the dependence structure, we propose a copula probability model. LÄS MER

  3. 2. Portfolio Strategies Under Different Inflationary Regimes

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Mohit Parkash; Diana Halladgi Naghadeh; [2023]
    Nyckelord :Inflation; Regression Analysis; Portfolio Optimization; Markowitz; Efficient Frontier; Asset Allocation; Portfolio Management; Financial Mathematics; Inflation; Regressionsanalys; Portföljoptimering; Markowitz; Effektiv Front; Tillgångsallokering; Portföljförvaltning; Finansiell Matematik;

    Sammanfattning : In 2023, the topic of ongoing inflation is being discussed almost daily as it has become inevitable. The global economy is facing significant uncertainty and downward pressure as several leading developed nations adopted expansionary fiscal policies and quantitative easing monetary policies during the pandemic. LÄS MER

  4. 3. The effect of covid-19 announcement on sustainable investment portfolios : Observation of the flight-to-quality phenomenon

    Magister-uppsats, Jönköping University/Internationella Handelshögskolan

    Författare :Vladislovas Urbonavicius; Iulia Chirita; [2023]
    Nyckelord :Sustainable investment portfolio; ESG; Covid-19; Flight-to-quality; Market Shock; Cryptocurrency; Proof-of-stake; proof-of-work.;

    Sammanfattning : The economic impact of the COVID-19 pandemic is still an ongoing topic, broadly analysed and discussed in many studies. Recent articles state that sustainable assets can offer return volatility resilience during demand shock events and, in some cases, provide higher returns than their unsustainable counterparts. LÄS MER

  5. 4. Macroeconomic Factors and their role in Moderating Diversification effect of Asset Classes in the EU

    Master-uppsats, Umeå universitet/Företagsekonomi

    Författare :Karl Nilsson; Tanyue Zheng; [2023]
    Nyckelord :macroeconomic factors; asset classes; diversification strategies; portfolio management; institutional qualities;

    Sammanfattning : After the 2008 financial crisis, some have questioned the historically positive benefits ofdiversification, meanwhile others have stated a clear misunderstanding of whatdiversification entails. This study argues diversification is still viable in portfolio theory,and that more effort should be emphasized on macroeconomic factors’ role in theoptimal portfolio. LÄS MER

  7. 5. Makroekonomiska och marknadsspecifika variablers effekt på direktavkastningskravet : –En kvantitativ studie om de drivande faktorerna bakom direktavkastningskravet för kontorsmarknaden i Stockholm CBD

    Kandidat-uppsats, KTH/Fastighetsföretagande och finansiella system

    Författare :Alice Gardby; Bella Franzén; [2023]
    Nyckelord :Capitalization rate; macroeconomics; risk-free rate; vacancy rate; rental growth; GDP growth; real estate market; regression; Direktavkastningskrav; makroekonomi; riskfri ränta; vakansgrad; hyrestillväxt; BNP-tillväxt; fastighetsmarknad; regression;

    Sammanfattning : Direktavkastningskravet är ett avgörande mått inom fastighetsbranschen för att bedöma lönsamheten hos en fastighetsinvestering. Genom att tillämpa direktavkastningskravet kan investerare jämföra och utvärdera lönsamheten hos olika fastigheter och tillgångsslag. LÄS MER