Sökning: "Bond index"

Visar resultat 6 - 10 av 48 uppsatser innehållade orden Bond index.

  1. 6. Tick-Tock: Time to invest? : A Study of the Investment Performance of Luxury Watches versus Traditional Assets

    Master-uppsats, Linköpings universitet/Produktionsekonomi

    Författare :Gustav Sjöstedt; Sara Mannerford; [2023]
    Nyckelord :Veblen goods alternative assets traditional assets luxury watches hedonic pricing method hedonic characteristics regression analysis Sharpe ratio Treynor ratio CAPM Jensen’s alpha;

    Sammanfattning : Background: This study discusses the phenomenon of luxury goods as investment assets,focusing on luxury watches in particular. The rise of globalization and increased wealth,particularly among the middle and high-income groups in developing countries, hascreated a larger potential customer base for luxury items. LÄS MER

  3. 7. Makroekonomiska effekter på den svenska aktiemarknaden - En analys av makroekonomiska variablers påverkan på OMXS30 via Arbitrage Pricing Theory

    Kandidat-uppsats,

    Författare :Gunnar Engberg; Jonathan Magnusson; [2022-07-01]
    Nyckelord :Arbitrage Pricing Theory APT ; OMXS30; aktieavkastning; makroekonomiska variabler; makroekonomiska faktorer; multifaktormodell; Augmented Dickey-Fuller ADF ;

    Sammanfattning : The aim of the thesis is to examine the relationship between five macroeconomic variables and the index on the Stockholm Stock Exchange, OMXS30, which includes the 30 most traded companies. The macroeconomic variables include industrial production index, inflation, unemployment, the exchange rate and the two year government bond rate. LÄS MER

  4. 8. Forecasting gold returns using principal component analysis from a large number of predictors

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Fredrik Allgén; [2022]
    Nyckelord :Forecasting; Gold; Principal Component Analysis; ARMA; Business and Economics;

    Sammanfattning : Gold is known in the financial world to be an important asset in unstable periods, especially as a hedge against inflation. If the gold price can be forecasted, it will be possible to strategically invest in gold rather than acquire it as a last-minute hedge against economic downturns. LÄS MER

  5. 9. The role of bed sediments for fractionation of phosphorus in remediated ditches in Sweden

    Uppsats för yrkesexamina på avancerad nivå, SLU/Dept. of Soil and Environment

    Författare :Emma Ryding; [2022]
    Nyckelord :Phosphorus fractionation; agricultural stream; sediment; two-stage ditch; eutrophication;

    Sammanfattning : Sweden’s environmental quality objectives “A varied agricultural landscape” and “Zero eutrophication”, aims to ensure food production while reducing negative impact from fertilizers on the environment. The input ceilings of nutrient concentrations in the Baltic Sea are still critical. LÄS MER

  7. 10. Hierarchical Clustering in Risk-Based Portfolio Construction

    Master-uppsats, KTH/Matematisk statistik

    Författare :Natasha Nanakorn; Elin Palmgren; [2021]
    Nyckelord :Portfolio construction; asset allocation; risk-based asset allocation; hierarchical clustering; agglomerative clustering; hierarchical risk parity; risk; volatility; Portföljallokering; portföljhantering; portföljmetoder; riskbaserad portföljallokering; hierarkisk klustring; agglomerativ klustring; risk; volatilitet;

    Sammanfattning : Following the global financial crisis, both risk-based and heuristic portfolio construction methods have received much attention from both academics and practitioners since these methods do not rely on the estimation of expected returns and as such are assumed to be more stable than Markowitz's traditional mean-variance portfolio. In 2016, Lopéz de Prado presented the Hierarchical Risk Parity (HRP), a new approach to portfolio construction which combines hierarchical clustering of assets with a heuristic risk-based allocation strategy in order to increase stability and improve out-of-sample performance. LÄS MER