Sökning: "Sharpe ratio"
Visar resultat 1 - 5 av 307 uppsatser innehållade orden Sharpe ratio.
1. Combining Value Investing with Quality Investing: Empirical Evidence from the European and Nordic Stock Markets
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : The aim of this thesis is to explore whether stock selection based on five value metrics and six quality metrics can generate superior returns compared to the overall market. The selected markets are the Nordic one (Nasdaq OMX Nordic 120 being the benchmark) and the European one (STOXX Europe 600 being the benchmark), while the selected time period is 2001-2023 for Europe and 2010-2023 for the Nordics. LÄS MER
2. The value of a good deed; ESG-scores and returns in the Nordic stock markets
Kandidat-uppsats,Sammanfattning : This paper seeks to answer which effect ESG-scores have on risk-adjusted returns for stocks listed on Nordic stock markets. To answer this, we create five null hypotheses and use unequal variance t-tests to determine if the hypotheses can be rejected. LÄS MER
3. Do actively managed Sweden funds yield higher return better than passively managed funds, during a volatile market, when taking risk into account?
Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionenSammanfattning : This paper is examining if Swedish actively managed funds is creating more value for investors compared to Swedish index funds. The study is focused on the time period 2012-2022. Three risk-adjusted measurements are used to execute this mission. LÄS MER
4. ESG Balancing the Books and the Planet: A Quantitative Analysis of Risk-Adjusted Returns in ESG and Traditional Funds
Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistikSammanfattning : The demand for sustainable investment has increased in the last decade. “Environmental, Social and Governance” (ESG) are characteristics within sustainable investment and are commonly considered in private investing. LÄS MER
5. Constructing the ESG-Sharpe ratio frontier for ESG screened Portfolios
Master-uppsats, Linköpings universitet/ProduktionsekonomiSammanfattning : .... LÄS MER