Sökning: "Dow Theory"

Visar resultat 1 - 5 av 17 uppsatser innehållade orden Dow Theory.

1. 1. Hur presterar investeringsstrategierna GrahamScreener och Dogs of the dow på Mid och LargeCap på den svenska stockholmsbörsen?

   Kandidat-uppsats, Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

   Författare :Rasmus Rolfmark; Theo Kroon; [2022]
   Nyckelord :Investeringsstrategier; Graham Screener; Dogs of the Dow; Effektiva marknadshypotesen; CAPM; Sharpekvoten;

   Sammanfattning : In today's society most swedish people are saving money on saving accounts that give nointerest return. So, in this study we have examined two investment strategies GrahamScreener and Dogs of the dow. LÄS MER

3. 2. Mechanical investing, man’s best friend or Foolish? : -A study on mechanical investment strategies on the Swedish stock market

   Kandidat-uppsats, Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

   Författare :Max Lundberg; Jakob Åkerlund; [2021]
   Nyckelord :Mechanical investing; EMH; Modern portfolio theory; Dogs of the Dow; the Foolish Four; Mean reversion; OMXS30; Contrarianism; The penultimate profit prospect; Stock market.;

   Sammanfattning : The aim of this study is to examine classical Dow-strategies, Dogs of the Dow and Foolish Four relative to each other and OMXS30GI in order to test if promises of substantial returns would be kept on the Swedish stock market during the period 2002-2019. Our empirical findings show no statistically significant excess-return generated by the Foolish Four-strategy over neither the Dogs of the Dow-strategy nor OMXS30GI. LÄS MER

4. 3. Could the Sustainable Stock Index convey any signal to the investors of Emerging Markets? An event study on Dow Jones Sustainability Index.

   Master-uppsats, Umeå universitet/Företagsekonomi

   Författare :Md Rajib Kamal; [2020]
   Nyckelord :Sustainaible Investment; Corporate Social Responsibility; Sustainable Stock Index; Emerging Markets; Signaling theory; Stock Return.;

   Sammanfattning : The discussion about the corporate sustainability issues getting more importance in recent days. The stock markets around the world also are affected with this subject of discussion. Investors as well as the companies theirselves are considering sustainability concepts during taking their investment decision strategies. LÄS MER

5. 4. Evaluation of a Portfolio in Dow Jones Industrial Average Optimized by Mean-Variance Analysis

   Kandidat-uppsats, KTH/Matematisk statistik

   Författare :Alexander Strid; Daniel Liu; [2020]
   Nyckelord :applied mathematics; mean-variance analysis; modern portfolio theory; Markowitz; Dow Jones Industrial Average; quadratic optimization; portfolio optimization; tillämpad matematik; mean-variance analysis; modern portföljteori; Markowitz; Dow Jones Industrial Average; kvadratisk optimering; portföljoptimering;

   Sammanfattning : This thesis evaluates the mean-variance analysis framework by comparing the performance of an optimized portfolio consisting of stocks from the Dow Jones Industrial Average to the performance of the Dow Jones Industrial Average index itself. The results show that the optimized portfolio performs better than the corresponding index when evaluated on the period between 2015 and 2019. LÄS MER

7. 5. Value at Risk and Expected Shortfall risk measures using Extreme Value Theory

   Magister-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Författare :Peter Johansson; [2019-01-22]
   Nyckelord :Extreme Value Theory; Generalized Pareto Distribution; Point-Over-Threshold method; risk measures; Value at Risk; Expected Shortfall;

   Sammanfattning : Calculating risk measures as Value at Risk (VaR) and Expected Shortfall (ES) has become popular for institutions and agents in financial markets. A main drawback with these risk measures is that they traditionally assume a specific distribution, as the Normal distribution or the Student’s t distribution. LÄS MER