Sökning: "portfolio strategies"
Visar resultat 1 - 5 av 354 uppsatser innehållade orden portfolio strategies.
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,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
2. Is ESG Investing The Future? A Comparison Of Old And New Investment Strategies
Kandidat-uppsats,Sammanfattning : This thesis researches whether investing in stocks with high ESG-scores is a viable investment strategy compared to investing in stocks with low PE-ratios. This has been done through first testing the relationship between annual returns and ESG-scores and PE-ratios respectively. LÄS MER
3. Empirical Analysis of Dependence Structure Between Assets: A Study of the Impact of Infation on Dependence Between Stock Portfolios and Gold
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : In this paper, we study the impact of inflation on the dependence and volatilities of gold and stock portfolios constructed by Fama and French. To model the dependence structure, we propose a copula probability model. LÄS MER
4. Finansierings- och investeringsstrategier inom fastighetsbranschen En studie om börsnoterade fastighetsbolag
Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionenSammanfattning : This study is based on a literature study as well as a detailed examination of the companies’ annual reports over the past ten years. The literature study contributed to an insight and understanding of the real estate industry as well as theories on financing and investment strategies. LÄS MER
5. Exploring Momentum: The Hidden Drivers of Stock Returns in the Nordic Market
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : This thesis investigates the relationship between price momentum, earnings momentum, and stock returns in the Nordic region by examining the risk-adjusted performance measures of various momentum strategy portfolios. Inspired by Novy-Marx's 2015 theory that momentum in firm fundamentals explains the performance of price momentum strategies, this study seeks to provide deeper insights into momentum drivers and their implications for investment professionals. LÄS MER