Sökning: "Alpha Momentum"

Visar resultat 16 - 20 av 27 uppsatser innehållade orden Alpha Momentum.

  1. 16. Trade-offs of ETFs - An Examination of Clean and Dirty Exchange Traded Funds in the Energy Sector

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

    Författare :Mattias Hasselsjö; Shaicoan Tang; [2016-06-27]
    Nyckelord :performance evaluation; exchange traded funds; sustainable investment; responsible investment;

    Sammanfattning : The aim of this thesis is to investigate if there is a difference in performance between clean and dirty exchange traded funds (ETFs) during the examination period January 2011¬–March 2016. Dirty ETFs are defined as ETFs that allocate in non-environmentally friendly industries such as oil or coal industries. LÄS MER

  3. 17. The Power of Long-Term Profitability and Compounding Effects: Empirical Evidence from the US American Market

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Felipe Gómez de Larrain; Joachim Bersztel; [2016]
    Nyckelord :investment strategy; long-term horizon; return predictability; compounding effects;

    Sammanfattning : For the US American market, we examine whether a ten-year non-rebalancing investment strategy that picks stocks largely based on historical return on equity and the degree to which a company reinvests earnings can beat the market. Delisted companies are sold and the proceeds reinvested along dividends at the market return, which we approximate by the Russell 3000 TR index. LÄS MER

  4. 18. CFD Investigation of Fluidic Momentum Injection as Alternative to Mechanical High Lift Devices for Boundary Layer Control

    Master-uppsats, KTH/Aerodynamik

    Författare :Kyle Smith; [2014]
    Nyckelord :;

    Sammanfattning : Syftet med detta projekt i aerodynamik ar att prova en metod för kontroll av gränsskiktets beteende med luftinsprutning. En modern vingprofil vid transsonisk hastighet används, som liknar de som finns på de festa kommersiella flygplan. LÄS MER

  5. 19. A Sober Walk Down Wall Street, Risks and Benefits of a Trend Following Strategy

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Truls Stattin; Sofia Wärmlöf Helmrich; [2014]
    Nyckelord :Trend following; Time series momentum; Divergent trading strategy; Futures;

    Sammanfattning : This thesis examines an investment strategy referred to as trend following. We construct a rule-based trading algorithm, built solely on past prices and volatility, aiming at capturing trends in futures markets. LÄS MER

  7. 20. Predicting Momentum Returns

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Mattias Holmberg; Martin Stenlund; [2013]
    Nyckelord :Dynamic; Momentum; Predictability; Reversal; Trading strategy;

    Sammanfattning : Momentum strategies have historically shown to yield positive returns with little systematic risk exposure. Although usually profitable over long time periods, momentum strategies have also shown to suffer from irregular but severe losses that effectively erode the strategies' attractiveness. LÄS MER