Sökning: "Fredrik Allgén"

Hittade 3 uppsatser innehållade orden Fredrik Allgén.

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

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionen

    Författare :Fredrik Allgén; [2023]
    Nyckelord :Forecasting; PCA; Gold; 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

  3. 2. 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

  4. 3. Pengar växer inte på träd - Vad påverkar aktieavkastning på svenska börsnoterade skogsbolag?

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Anton Flygare; Fredrik Allgén; [2021]
    Nyckelord :multifaktor; CAPM; skogsbolag; aktieavkastning; regression; Business and Economics;

    Sammanfattning : The purpose of this paper is to investigate whether a multifactor approach can explain the weekly rate of return from Swedish stocks in the forest sector listed on the OMX Stockholm Large Cap stock exchange. Research on this subject in a Swedish context is scarce, with only a handful of previous studies conducted, primarily using the Capital Asset Pricing Model, CAPM. LÄS MER