Sökning: "Alpha Momentum"
Visar resultat 21 - 25 av 27 uppsatser innehållade orden Alpha Momentum.
21. Alpha analysis - A momentum and performance metrics study of the efficient market hypothesis
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : In this study the efficiency of the Nordic stock markets are tested. The evaluation period is 16 years, between 1995 and 2010. Monthly data on stock returns, D/Y, P/C, P/E, PTBV and EV/EBITDA are used to create six different single sorted portfolios. The portfolio evaluation periods and holding periods are set to six months. LÄS MER
22. Abnormal Returns of Swedish Equity Funds : Are Managers Skilled or Lucky?
Uppsats för yrkesexamina på avancerad nivå, FöretagsekonomiSammanfattning : The fund market has grown substantially during the past decades and the majority of Swedish citizens are invested in funds directly or through pension savings. There is mixed evidence on the performance of Swedish equity funds depending on the method employed and the time period studied. LÄS MER
23. The Disk-Halo Transition and the Search for Stellar Streams
Master-uppsats, Lunds universitet/Astronomi - Genomgår omorganisationSammanfattning : Recent work by Nissen and Schuster have found two distinct populations of halo stars with -1.... LÄS MER
24. Prediktion av beta för fonder
Master-uppsats, ProduktionsekonomiSammanfattning : SEB Merchant Banking provides to its institutional customers a true market neutral product called Dynamic Manager Alpha (DMA). The DMA is constructed by a long position in an exceptionally well performing mutual fund and a beta adjusted short position in an appropriate index. LÄS MER
25. Barriers to change
Magister-uppsats, IHH, Redovisning och finansieringSammanfattning : Introduktion – Ekonomistyrning innefattar färdigställandet och användandet av finansiell information och det hjälper företagsledare i sitt beslutsfattande. När det sätts i bruk bland människor har det ett dubbelriktat förhållande där systemet och människorna påverkar varandra. LÄS MER