Sökning: "Capital weighted"

Visar resultat 11 - 15 av 73 uppsatser innehållade orden Capital weighted.

  1. 11. Impact of Transaction costs on dynamic portfolio optimizations : A comparison of active and passive investing in the realm of the Swedish stock market

    Magister-uppsats, Jönköping University/Internationella Handelshögskolan

    Författare :Toma Georgiev; Harbi Kurmakhadov; [2022]
    Nyckelord :Dynamic Optimization; Active Investing; Passive Investing; Transaction Costs; OMX30; Modern Portfolio Theory;

    Sammanfattning : A growing number of studies have been conducted in the sphere of portfolio analysis concerning different approaches for analyzing stocks and outperforming the market. Pioneers in the sphere of portfolio theory like William Sharpe and Harry Markowitz have developed strategies and ratios for portfolio analysis that could generate positive risk-adjusted returns. LÄS MER

  3. 12. Storskalig solkraft i Arktis - vilka förutsättningar finns på 69°N?

    Uppsats för yrkesexamina på avancerad nivå, Lunds universitet/Miljö- och energisystem

    Författare :Anton Asplund; [2022]
    Nyckelord :Solar power Arctic Bifacial LCOE PV NPV LCA GWP High latitude area NO4; Technology and Engineering;

    Sammanfattning : Norge behöver utöka sin elproduktion för att möta ett framtida ökat elbehov. Vattenkraften i Norge uppskattas endast ha 23 TWh kapacitet kvar att bygga ut och vindkraft har mött starkt motstånd på senare tid. Solkraft finns fortfarande bara på liten skala i landet men uppskattas öka kraftigt i närtid. LÄS MER

  4. 13. "Hållbarhet och Kapitalkostnad" - en studie på den svenska aktiemarknaden

    Kandidat-uppsats,

    Författare :Ingrid Klöv Nilsson; Anton Nygren; [2021-06-29]
    Nyckelord :Cost of capital; Weighted average cost of capital; ESG-rating; Sustainability; Swedish Stock Market;

    Sammanfattning : This research paper investigates the relationship between the components of the ESG-score and the firm's cost of capital. The study is conducted on the Swedish stock market and includes all Swedish companies listed on the Stockholm stock exchange with a market cap equal or larger than 1 billion euro. LÄS MER

  5. 14. The Size and Value effect of The Fama and French Three Factor Model. Do the variables remain meaningful or redundant? Evidence from the Swedish Stock market 2007-2016

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Marcus Einstulen; [2021]
    Nyckelord :Asset Pricing Model; Capital Asset Pricing Model; Fama and French Three Factor Model; Portfolio Theory; Swedish Stock Market; Regressions; Students t-test; Business and Economics;

    Sammanfattning : This thesis compared the explanatory power on excess return between the Capital Asset Pricing Model and the Fama and French Three Factor Model on the Swedish Market. Fur- thermore, an evaluation of the independent variables included in the Fama and French Three Factor Model was done. LÄS MER

  7. 15. A Model for Estimating Short Interest

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Knut Dahlström; Carl Forssbeck; [2021]
    Nyckelord :Statistics; applied mathematics; regression; finance; short interest; stock market; Statistik; tillämpad matematik; regression; finans; korta positioner; aktiemarknaden;

    Sammanfattning : The hefty price increases in heavily shorted stocks in the beginning of 2021 indicates that short interest might be an underrated yet important key figure for investors when deciding on whether to take on an investment strategy or not. Most stock exchanges release information regarding the short interest only once a month leaving investors having to make decisions on outdated information. LÄS MER