Sökning: "Equally weighting"

Visar resultat 1 - 5 av 18 uppsatser innehållade orden Equally weighting.

  1. 1. Analyst Recommendations and Stock Returns Evaluating the performance of Nordic markets based on analyst consensus recommendations, and the impact of MiFID II

    Kandidat-uppsats,

    Författare :Carl Wallquist; Endrit Zymeri; [2023-07-03]
    Nyckelord :Stock recommendations; analyst performance; portfolio construction; rebalancing; regulation MiFID II; trading strategies;

    Sammanfattning : This study evaluates the performance of equity analysts who cover publicly traded stocks in the Nordic markets. To assess their performance, we employ a method that involves creating daily rebalanced portfolios based on the consensus recommendation for each covered company over four years. LÄS MER

  3. 2. A Quantitative Framework for Constructing a Multi-Asset CTA with a Momentum-Based Approach

    Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Datalogi

    Författare :Rebecca Fällström; [2023]
    Nyckelord :Commodity trading advisors; CTA; trend-following; momentum strategies; risk parity; equally weighted; Markowitz weights; optimization;

    Sammanfattning : Commodity Trading Advisors (CTAs) have gained popularity due to their abilities to generate an absolute return strategy. Little is known about how CTAs work and what variables are important to tune in order to create a profitable strategy. LÄS MER

  4. 3. Topical Classification of Images in Wikipedia : Development of topical classification models followed by a study of the visual content of Wikipedia

    Master-uppsats, Linköpings universitet/Datorseende

    Författare :Matheus Vieira Bernat; [2023]
    Nyckelord :Wikipedia; Multilabel classification; Deep learning;

    Sammanfattning : With over 53 million articles and 11 million images, Wikipedia is the greatest encyclopedia in history. The number of users is equally significant, with daily views surpassing 1 billion. Such an enormous system needs automation of tasks to make it possible for the volunteers to maintain. LÄS MER

  5. 4. ESG Portfolios in Different Markets - Investigating the Relationship Between ESG Performance and Financial Performance

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Ludwig Wolff; [2022]
    Nyckelord :ESG Portfolios; Abnormal Returns; Carhart Four-Factor Model; U.S; Europe; Emerging markets; Business and Economics;

    Sammanfattning : By applying one of the largest datasets on ESG ratings to date with around 8000 companies included during the sample period between 2006-2021. This paper investigates the increasingly popular link between firms’ social and financial performance and the potential abnormal returns to be found using ESG investment strategies. LÄS MER

  7. 5. Optimizing Weighting Factors for Multiple Window Spectrum Estimates

    Kandidat-uppsats, Lunds universitet/Matematisk statistik

    Författare :Marlon Almström; [2021]
    Nyckelord :Mathematics and Statistics;

    Sammanfattning : Spectral estimation can be done using different techniques, where averaging the periodogram using multiple windows is one of the techniques. When using multiple windows, the spectral estimate is commonly obtained by having the windows for the subspectra equally weighted. LÄS MER