Sökning: "Equal weighting"

Visar resultat 11 - 15 av 19 uppsatser innehållade orden Equal weighting.

  1. 11. Risk-Based Portfolio Allocation Strategies with a Focus on Sustainable Stocks in Sweden

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Pilar Muñoz Ruiz; Frieda-Lotti Pauline Meyer; [2018]
    Nyckelord :Risk Adjusted Performance; Risk-Based Portfolio Allocation Strategies; Sustainable Stocks; Variance Covariance Matrix; Business and Economics;

    Sammanfattning : This paper aims at analyzing the performance of six portfolio weight allocation strategies. The traditional Market Capitalization (CW), the Equal Weight (EW) and the Inverse Volatility Weighting (IVW) are heuristic based techniques and the Minimum Variance (MV), Maximum Diversification (MD) and Risk Efficient Weighting (REW) are risk-based. LÄS MER

  3. 12. Direkt eller indirekt bedriven verksamhet? - En skatterättslig studie om innebörden av termen verksam i betydande omfattning i 57 kap. 4 § 1 st. 1 p. inkomstskattelagen.

    C-uppsats, Handelshögskolan i Stockholm/Center for Business Law

    Författare :Lucas Häggström; Johan Rudelius; [2018]
    Nyckelord :Taxation; Carried interest; Closely held company; 3:12-rules;

    Sammanfattning : The purpose of the thesis is to contribute to the legal doctrine regarding who is active in a company according to Article 4(1.1) of Chapter 57 of the inkomstskattelagen (1999:1229) (Income Tax Act, IL). In order to analyze the question, a legal-judicial method was applied. One of the key findings was that a textual interpretation of Article 4(1. LÄS MER

  4. 13. Beating the MSCI USA Index by Using Other Weighting Techniques

    Master-uppsats, KTH/Matematisk statistik

    Författare :Trotte Boman; Samuel Jangenstål; [2017]
    Nyckelord :;

    Sammanfattning : In this thesis various portfolio weighting strategies are tested. Their performance is determined by their average annual return, Sharpe ratio, tracking error, information ratio and annual standard deviation. LÄS MER

  5. 14. Bigger Beta is not always Better: A Study of Low-Beta Strategies

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Julius Philipp Röder; Cherdwong Pongjindathip; [2015]
    Nyckelord :BAB; Low-Beta Anomaly; Index Investing; Country vs. Industry; Naive Strategy;

    Sammanfattning : This paper tests to what extent it is possible by an individual investor to implement a low-beta strategy, using 78 MSCI indices of countries and industries with a naive diversification (equal-weighting). Five different strategies with three rebalancing windows are built, implementing a simple ranking method. LÄS MER

  7. 15. Smart Beta - index weighting

    Master-uppsats, KTH/Matematisk statistik

    Författare :Oscar Blomkvist; [2015]
    Nyckelord :Smart beta; portfolio optimization; Sharpe ratio; equal weights; diversification; fundamental analysis; P E-ratio; performance; risk; trading cost; market impact.; Smart beta; portföljoptimering; Sharpe-kvot; likaviktad; diversifiering;

    Sammanfattning : This study is a thesis ending a 120 credit masters program in Mathematics with specialization Financial Mathematics and Mathematical Statistics at the Royal Institute of Technology (KTH). The subject of Smart beta is defined and studied in an index fund context. LÄS MER