Sökning: "Frej Örnberg"

Hittade 2 uppsatser innehållade orden Frej Örnberg.

1. 1. Environmental Impact and Stock Returns

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Frej Örnberg; [2020]
   Nyckelord :Sustainability; ESG; Sharpe ratios; Portfolios; Stocks; Business and Economics;

   Sammanfattning : Objective: The objective of this study is to examine whether more environmentally sustainable stocks exhibit higher risk-adjusted returns than less sustainable stocks. Method: The question is examined through two-sided significance tests, comparing daily Sharpe ratios for pairwise portfolios consisting of the top and the bottom quantiles of companies as ranked by several sustainability metrics. LÄS MER

3. 2. Teknisk analys - hokuspokus eller avkastningslokus?

   Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Frej Örnberg; [2019]
   Nyckelord :Technical analysis; sharpe ratios; stocks; efficient market hypothesis; Business and Economics;

   Sammanfattning : Objective: The objective of this study is to examine whether ten stock-trading strategies based on common technical indicators can prove to generate higher risk-adjusted returns than buy-and-hold strategies for the same stocks. Method: To examine this, trading for the ten strategies is simulated for 213 Swedish stocks, through the years 2006 to 2018. LÄS MER