Sökning: "MSCI Index"

Visar resultat 1 - 5 av 38 uppsatser innehållade orden MSCI Index.

  1. 1. Globala indexrevideringars påverkan på svenska småbolags aktiepriser : En eventstudie gällande abnormal avkastning för MSCIs small- och microcapindex

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Företagsekonomi

    Författare :Fredrik Bennet; Philip Snell; [2023]
    Nyckelord :Indexeffekten; Indexrevidering; Småbolag;

    Sammanfattning : En stark trend senaste decennierna är att allt mer kapital allokeras åt passiva strategier, där diverse indexföljande fonder är det mest populära alternativet. En indexfond har som enda uppdrag att spegla utvecklingen av ett underliggande index och kommer som följd investera fondens kapital i de tillgångar som indexet består av. LÄS MER

  3. 2. Tick-Tock: Time to invest? : A Study of the Investment Performance of Luxury Watches versus Traditional Assets

    Master-uppsats, Linköpings universitet/Produktionsekonomi

    Författare :Gustav Sjöstedt; Sara Mannerford; [2023]
    Nyckelord :Veblen goods alternative assets traditional assets luxury watches hedonic pricing method hedonic characteristics regression analysis Sharpe ratio Treynor ratio CAPM Jensen’s alpha;

    Sammanfattning : Background: This study discusses the phenomenon of luxury goods as investment assets,focusing on luxury watches in particular. The rise of globalization and increased wealth,particularly among the middle and high-income groups in developing countries, hascreated a larger potential customer base for luxury items. LÄS MER

  4. 3. SUSTAINABLE INVESTMENTS IMPACT ON FINANCIAL PERFORMANCE : A Panel Data Analysis of the Relationship Between ESG Factors and Financial Performance

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :Filip Forsgren; Marcus Öström; [2022]
    Nyckelord :Sustainable Investments; ESG Score; Financial Performance; Panel Data Analysis; Panel Regression; Hållbara investeringar; ESG score; Finansiell prestanda; Panel data analys; Panel regression;

    Sammanfattning : Sustainability is a broad concept where sustainability factors have become more fundamental during the recent years. However, the importance of these factors has not been as central when explaining stock returns. Thus, we perform this study with the aim to investigate the relationship between sustainability factors and financial performance. LÄS MER

  5. 4. How do ESG assets relate to the financial market? : A Diebold-Yilmaz spillover approach to sustainable finance

    Master-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

    Författare :Shobair Moosawi; Ludvig Segerhammar; [2022]
    Nyckelord :AR 1 -GARCH p; q ; Commodity; ESG; Equity; Return; Spillover; Sustainability; Sustainable finance; Volatility;

    Sammanfattning : The purpose of this master’s thesis is to investigate to what extent ESG assets and traditional benchmarks affect one another. Since sustainable investment is a growing segment of the financial market, investors need to be informed about how it may affect their portfolios, and by extension if it can be used for portfolio diversification. LÄS MER

  7. 5. Viability Evaluation of the Turtle Trading Rules on Major Market Indexes

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Malkolm Larsson; Johan Lövgren; [2022]
    Nyckelord :The Turtle Trading Rules; Asset Management; Geometric Brownian Motion; Market Index; MSCI Index; Turtle Trading-reglerna; kapitalförvaltning; geometrisk brownsk rörelse; marknadsindex; MSCI-index;

    Sammanfattning : The Turtle Trading Rules was a successful trend-following trading strategy for commodities in the 1980s but has lost recognition in recent days. The strategy revolved around rules for entering and exiting trades as well as position sizing for each trade. LÄS MER