Sökning: "Diversification Benefits"

Visar resultat 6 - 10 av 112 uppsatser innehållade orden Diversification Benefits.

  1. 6. Is reaching for the whisky bottle justified? Examining the value of whisky and its inclusion in the optimal portfolio

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Gustaf Lugnegård; Hugo Freij; [2023]
    Nyckelord :Whisky; hedonic regression; convenience yield; portfolio theory; Business and Economics;

    Sammanfattning : This study aims to evaluate whisky as an investment through two research questions: “What affects the value of whisky?” and “Should whisky be included in the optimal portfolio?”. The value of whisky is examined by constructing a hedonic regression using five hedonic attributes. Also, the convenience yield associated with whisky is examined. LÄS MER

  3. 7. Riskhantering i Animalieproduktion : hur hanterar integrerade grisproducenter risker kopplade till verksamhetens insatsvaror & personal?

    Kandidat-uppsats, SLU/Dept. of Economics

    Författare :Carl Wejsfelt; Oswald Mörk; [2023]
    Nyckelord :Integrerad grisproducent; Risk; Riskhantering; Beslutsprocess;

    Sammanfattning : Världsläget idag med kriget i Ukraina, hög inflation och höga räntor har haft en betydande påverkan på det svenska lantbruket. Bristen på råvaror har satt större press på svenska bönders produktionsresultat samtidigt som det har gjort deras produktion väsentligt dyrare och därmed likviditeten sämre. LÄS MER

  4. 8. Portfolio Optimization: The search for an optimal portfolio with cryptocurrencies and S&P 500

    Kandidat-uppsats,

    Författare :Anton Rapp; Henrik Thorwaldsson; [2022-07-11]
    Nyckelord :Portfolio optimization; Miniumum variance portfolio; Capital allocation line; Cryptocurrency; Diversification;

    Sammanfattning : This thesis’ aim is to create an optimal portfolio consisting of Bitcoin, Ethereum and S&P 500. We also examine the minimum variance portfolio with the framework of Markowitz's mean variance optimization model. LÄS MER

  5. 9. Portfolio Performance Analysis: Combining Cryptocurrencies with Traditional Assets

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Mihail Huzun; [2022-06-29]
    Nyckelord :Cryptocurrencies; Bitcoin; Ethereum; Ripple; Litecoin; Portfolio Strategies; Diversification Benefits; Markowitz;

    Sammanfattning : This paper investigates the role of cryptocurrencies in enhancing the performance of portfolios constructed with traditional assets. Therefore, my thesis wants to ascertain if investors should consider adding cryptocurrencies to their investment portfolios. The sample period covers almost seven years of daily data. LÄS MER

  7. 10. THE G-7 GOVERNMENT BOND MARKETS: A COINTEGRATION STUDY

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :William Fridström; [2022]
    Nyckelord :Cointegration; VECM; Goverment bond market; G-7; Market Integration; Business and Economics;

    Sammanfattning : This thesis examines the long-run relationship among government bond total return indexes for the G-7 nations using weekly observations from 1993 to 2022. Using cointegration and error correction models, this study finds long-run relationships for the G-7 government bond markets as a group and evidence for pairwise cointegration between the US government bond market and many of the other G-7 government bond markets. LÄS MER