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Visar resultat 1 - 5 av 19 uppsatser som matchar ovanstående sökkriterier.

  1. 1. Analyst Recommendations and Stock Returns Evaluating the performance of Nordic markets based on analyst consensus recommendations, and the impact of MiFID II

    Kandidat-uppsats,

    Författare :Carl Wallquist; Endrit Zymeri; [2023-07-03]
    Nyckelord :Stock recommendations; analyst performance; portfolio construction; rebalancing; regulation MiFID II; trading strategies;

    Sammanfattning : This study evaluates the performance of equity analysts who cover publicly traded stocks in the Nordic markets. To assess their performance, we employ a method that involves creating daily rebalanced portfolios based on the consensus recommendation for each covered company over four years. LÄS MER

  3. 2. The benefits of optimized portfolios- An empirical comparison between optimized portfolios and benchmarks

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :John Nestenborg; Simon Petersson; [2022-06-29]
    Nyckelord :Optimized portfolios; Global Minimum Variance; GMV; Equal Risk Contribution; ERC; Naive portfolio; Market-Capitalization portfolio; Comparison between portfolio weighting schemes;

    Sammanfattning : Uncertainty about the future is an everlasting part of investing. This study aims at testing the historical performance out-of-sample for optimized portfolios and if the performance was superior to benchmarks. 11 different portfolios are compared to two different benchmarks; the naive- and market-capitalized portfolio. LÄS MER

  4. 3. ESG: The Relationship Between “Ethical” Investing and Abnormal Returns

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Per Malm; [2022]
    Nyckelord :ESG; Abnormal Returns; High Minus Low; Asset Pricing Model; Business and Economics;

    Sammanfattning : This essay examines the relationship between ESG and abnormal returns and its implications on investing. To investigate this topic, I allocate stocks into zero-investment portfolios based on high and low ESG, using three different weighting methods, equal weighting, value weighting and portfolio optimization. LÄS MER

  5. 4. On Robust Forecast Combinations With Applications to Automated Forecasting

    Master-uppsats, Uppsala universitet/Statistiska institutionen

    Författare :Arvid Nybrant; [2021]
    Nyckelord :Forecast Combinations; Model Uncertainty; Predictive Failure; Forecast Risk;

    Sammanfattning : Combining forecasts have been proven as one of the most successful methods to improve predictive performance. However, while there often is a focus on theoretically optimal methods, this is an ill-posed issue in practice where the problem of robustness is of more empirical relevance. LÄS MER

  7. 5. Expressing ecosystem model output and Swedish forestry goals with composite indictors

    Master-uppsats, Lunds universitet/Institutionen för naturgeografi och ekosystemvetenskap

    Författare :Nicolas Tarasewicz; [2021]
    Nyckelord :Physical Geography; Ecosystem Analysis; forest management; multifunctionality; LPJ-GUESS; ecosystem services; composite indicator; climate change; biodiversity; SDGs; Sweden; Earth and Environmental Sciences;

    Sammanfattning : Forest ecosystems provide a wide range of services necessary for maintaining environmental health and human well-being. Ecosystem models help inform how various management strategies respond in different regions to changing climate conditions. LÄS MER