Sökning: "Informed investors"

Visar resultat 1 - 5 av 43 uppsatser innehållade orden Informed investors.

  1. 1. Correlation and causality between the S&P 500 and Bitcoin: A comparative study before and during the COVID-19 pandemic

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Jalmar Andersson; Kevin Fankl; [2023-06-29]
    Nyckelord :S P 500; Bitcoin; Cryptocurrency; Pearson s correlation coefficient; Granger causality test; Covid-19; Stock market;

    Sammanfattning : This undergraduate dissertation examines the correlation and causality between the S&P 500 and Bitcoin, both prior to and amidst the COVID-19 pandemic. The objective of this research is to offer novel perspectives on the interaction between these two financial instruments during the unprecedented economic instability triggered by the pandemic and to assess how their association has evolved throughout this time. LÄS MER

  3. 2. A valuation of Swedish hedge fund performance

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Elis Grönqvist; Johan Wennerström; [2023-02-09]
    Nyckelord :;

    Sammanfattning : In this thesis we present annual returns of Swedish hedge funds sorted by investment strategies and investigate which strategy performs best and how the Fama-French factors: market premium, value premium and growth premium affect these returns. The Fama-French three-factor model is built on the Capital Asset Pricing Model which tries to describe the relationship between the expected return of an asset and the risk of the asset compared to the market. LÄS MER

  4. 3. Sustainability Filtration and Optimization: A Stepwise Integration Approach

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Soroosh Jalaei; [2023]
    Nyckelord :Sustainability; Modern Portfolio Theory; Optimization; Sequential Quadratic Programming; Optimal ESG Portfolio.; Hållbarhet; Modern portföljteori; Optimering; Sequential Quadratic Programming; Optimal ESG-portfölj.;

    Sammanfattning : This thesis explores the integration of sustainability into Modern Portfolio Theory (MPT) optimization by introducing stepwise filtration and optimization. This study acknowledges the growing importance of sustainability in investment strategies and modifies the traditional MPT framework to include environmental, social, and governance (ESG) factors. LÄS MER

  5. 4. Techno-economic Assessment of Carbon Capture from Low Concentration Streams

    Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)

    Författare :Prithvi Kiran Joshi; [2023]
    Nyckelord :Carbon capture; industrial emissions; low concentration; MEA; Benfield; absorption; Immobilised Amine; adsorption; Kolavskiljning; industriella utsläpp; låg koncentration; MEA; Benfield; Absorption; Immobiliserad amin; Adsorption vi;

    Sammanfattning : Investments in carbon capture from industrial emissions have been on the rise in recent years, having reached over $200 million in 2021 as compared to 2015’s $13 million. The Paris Agreement, signed by 196 parties globally in 2015, is purported to be the primary driver for this, with its ambitious goal of limiting global surface temperature rise to 1. LÄS MER

  7. 5. Performance Comparison of Growth vs. Value Stock Portfolios in Denmark and Finland.

    Magister-uppsats, Jönköping University

    Författare :Sandybell Shamoun; Anisa Muratovic; [2023]
    Nyckelord :Growth-Value Stocks; Performance metrics; Portfolio Allocation; Stock Return.;

    Sammanfattning : This study evaluates the performance of Growth and Value Stock Investment Strategies and investigates the relative performance of these two types of stocks in Denmark and Finland. The research compares the historical returns and consequences of investing in value and growth stocks and examines the factors that drive their performance. LÄS MER