Sökning: "Market Neutral Strategy"
Visar resultat 1 - 5 av 34 uppsatser innehållade orden Market Neutral Strategy.
1. Impact of Covid-19 on students' financial asset allocation: A Jönköping University study : Quantitative research study on students’ attending Jönköping University financial asset allocation prior and post Covid-19 with different risk attitudes.
Magister-uppsats, Jönköping University/IHH, FöretagsekonomiSammanfattning : Background: Since the emergence of Covid-19 has it reaped and created havoc within every segment of society on a national and global scale. The financial market experienced significant declines and losses but some asset items handled the fluctuations better than others. LÄS MER
2. CSR och företags lönsamhet : En kvantitativ studie av börsnoterade bolag på Stockholmsbörsen
Master-uppsats, Högskolan i Borås/Akademin för textil, teknik och ekonomiSammanfattning : Denna studie undersöker hur företagens sociala ansvar (CSR) påverkar lönsamheten genom att undersöka hur CSR Strategy Score påverkar svenska börsnoterade bolag på Stockholmsbörsen under perioden 2016-2019. En deduktiv forskningsmetod används, där befintliga teorier och hypoteser testas empiriskt genom datainsamling. LÄS MER
3. Evaluating the Effect of Meta-Labeling on Equity Market Neutral Strategy
Kandidat-uppsats, Lunds universitet/Statistiska institutionenSammanfattning : This thesis aims to construct an Equity Market Neutral (EMN) strategy framework to predict intraday excess returns of stocks within the S&P 500 index by utilizing machine learning techniques proposed by (López de Prado, 2018). The constructed EMN strategies within the framework utilizes techniques such as Stacked Single Feature Importance (SSFI), sample weighting, Probabilistic Sharpe Ratio (PSR), and meta-labeling. LÄS MER
4. Serbia as a Geopolitical Partner : In between East and West
Master-uppsats, Malmö universitet/Institutionen för globala politiska studier (GPS)Sammanfattning : The major changes in the global political sphere, where borders between East and West are being strongly defined, influences of course foreign policies, that are aimed to target such changes, however, it is not always clear how countries are able to choose a geopolitical side, and if neutral, to justify its engagement with both sides. Especially after the latest Russian invasion of Ukraine, have had implications on the cooperation between Russia and the EU. LÄS MER
5. Study on feasibility of small-scale pumped hydro storage- A case study in Sweden
Master-uppsats, Lunds universitet/Institutionen för energivetenskaperSammanfattning : The European union has been aggressively pushing forward with policies favoring renewable sources of energy. As a result, the share of intermittent renewables in the European power grid is rising and is expected to grow even more in the coming decade. The Swedish energy agency also forecast huge growth in wind power. LÄS MER