Sökning: "Stock return volatility"
Visar resultat 6 - 10 av 161 uppsatser innehållade orden Stock return volatility.
6. Mimicking Claimed Alpha Generating Strategies
Master-uppsats, Linköpings universitet/ProduktionsekonomiSammanfattning : This research paper focuses on the implementation and evaluation of Minervini's momentum analysis techniques in an algorithmic approach. The study aimed to assess the limitations and challenges associated with executing Minervini's strategy in an algorithmic trading system. LÄS MER
7. The Low Volatility Anomaly in Sweden and its Presence During the Covid-19 Pandemic
Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionenSammanfattning : Investing in the stock market has interested people for a long time as the hope to generate high returns has been an incentive to risk one’s money. From this argumentation has a general relationship between risk-and-return been created. LÄS MER
8. The Relationship Between Idiosyncratic Volatility and Portfolio Return within Swedish Stock Markets.
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : Main results suggest there is a statistically and economically significant positive relationship between idiosyncratic volatility and portfolio return within the Swedish stock markets. This relationship is detected despite the low idiosyncratic volatility climate of Sweden. LÄS MER
9. Black-Litterman Model for Portfolio Performance Enhancement - An Out-Of-Sample Evaluation of the Black-Litterman Model on a U.S. Stock-Dominated Portfolio
Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistikSammanfattning : In this thesis, the Black-Litterman model is evaluated out-of-sample and compared to mean-variance and naïve allocation. Two references are implemented in the Black-Litterman framework, the minimum-variance and naive portfolios. The study complements previ-ous work by considering a stock-dominated portfolio, where all assets are from the U.S. LÄS MER
10. Skillnader i kvinnor och mäns investeringsbeteende : Svenska aktieinvesterares psykologiska bias, aktiepreferenser och dess långsiktiga konsekvenser
Master-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten; Linköpings universitet/FöretagsekonomiSammanfattning : The purpose of this thesis is to analyze differences between stock preferences of women and men in Sweden and analyze what portfolio characteristics and long-term effects that are revealed by investing in the stocks than men and women prefer. To fulfill the purpose of the thesis, two fictious portfolios have been created which are based on data from the reports “Aktieägandet i Sverige” by Euroclear. LÄS MER