Sökning: "EMH"

Visar resultat 16 - 20 av 144 uppsatser innehållade ordet EMH.

1. 16. Identifying Reflexivity

   Magister-uppsats, Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

   Författare :Marcus Nykvist; Eric Månsson; [2022]
   Nyckelord :Reflexivity; EMH; AMH; fundamental value; market value; feedback loop; cognitive function; manipulative function;

   Sammanfattning : Abstract  Master thesis in Business Administration, School of Business and Economics Linnaeus University 4FE17E VT2022  Authors: Eric Månsson & Marcus Nykvist  Supervisor: Magnus Willesson  Examiner: Christopher von Koch  Title: Identifying Reflexivity  Keywords: Reflexivity, EMH, AMH, fundamental value, market value, feedback loop, cognitive function, manipulative function.  Background: Current economic theory describes the risks the financial markets face as exogenous in nature. LÄS MER

3. 17. A Blindfolded Monkey as Portfolio Manager

   Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Johan Åkerberg; Mattias Olsson; [2022]
   Nyckelord :The Efficient Market Hypothesis EMH ; random walk; intelligent investor; annual portfolio adjustment; Business and Economics;

   Sammanfattning : This study aims to investigate whether chance can beat an actively managed equity fund during a ten-year period on the Swedish stock market. Since the stock market consists of fierce competition among investors, the EMH would suggest that stock price movements should not be far from reflecting all available information. LÄS MER

4. 18. Flight to Quality:Påverkar räntaninvesterares reallokeringav kapital? : En kvantitativ studie om förflyttningen av kapital från aktier till obligationer i Sverige under de senaste 30 åren och räntans påverkan.

   Magister-uppsats, Linköpings universitet/Institutionen för ekonomisk och industriell utveckling; Linköpings universitet/Filosofiska fakulteten

   Författare :Eric Salerud; Elias Löfgren; [2022]
   Nyckelord :Flight to Quality; FTQ; Correlation; Financial Crises; Efficient Market Hypothesis; EMH; Behavioral Finance; Flight to Safety; FTS; Asset allocation; Modern Portfolio Theory; Determinants; Flight to Quality; FTQ; Korrelation; Finansiella kriser; Effektiva marknadshypotesen; Beteendefinans; Flight to Safety; FTS; Tillgångsallokering; Modern portföljteori; Determinanter;

   Sammanfattning : Bakgrund: Kapital på börsen förflyttas fram och tillbaka mellan olika tillgångar, vilket ären naturlig del av diversifieringen i portföljer. När osäkerheten ökar i marknaden väljerinvesterare normalt att förflytta kapital från aktier till säkrare tillgångar som exempelvisobligationer, vilket beskrivs som Flight to Quality (FTQ). LÄS MER

5. 19. Fundamental Indexation Smart Beta Strategy on the Swedish Market- Enhancing risk-adjusted performance with Fundamental Indexation

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Tommy Saliba; Philip Thulin; [2021-06-30]
   Nyckelord :Smart Beta; Fundamental Indexation; CAPM; EMH; Value; Quality; Momentum; Low Volatility; Factor Investing;

   Sammanfattning : Smart Beta strategies’ ability to combine the benefits of active- and passive investing has caught the attention of the Asset Management industry – propelling a surge in new Smart Beta products. These strategies offer a novel approach to factor investing by not weighting assets according to the typical cap-weighting scheme, instead applying weighting methods such as fundamental indexation, yielding a new dimension to factor-oriented strategies. LÄS MER

7. 20. Professionella svenska investerares värderingsmetoder för nordiska noterade medicinteknikbolag

   Kandidat-uppsats,

   Författare :Kristian Erlandsson; Simon Larsson; [2021-06-28]
   Nyckelord :Professional Investors; Medtech; Valuation Methods; Investing; Portfolio Managers; Financial Analysis; Institutional Brokers; EMH; Decision Theory; Institutional Theory;

   Sammanfattning : The purpose of this thesis is to study Swedish professional investors and their valuation methods for listed nordic medical technology (medtech) companies. Theories such as the Effective Market Hypothesis (EMH), Institutional Theory and Decision Theory were used to put the valuation methods into a broader context. LÄS MER