Sökning: "Modern Portfolio Theory"

Visar resultat 1 - 5 av 69 uppsatser innehållade orden Modern Portfolio Theory.

  1. 1. The Debt-Equity Dilemma : An analysis of the co-movement between Swedish stocks and bonds

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Företagsekonomi; Umeå universitet/Företagsekonomi

    Författare :Adam Gustafsson; Frida Nilsson Viberg; [2019]
    Nyckelord :Co-movements; Stock Market; Bond Market; Capital Structure; Shareholders; Stakeholders;

    Sammanfattning : Throughout the last century there has been an extensve discussion regarding the optimal capital structure.Excessive research has further been conducted to understand the relationbetween the market debt and equity on an aggregated market-level. However, it is observed that the research on thefirm-specific co-movement of stock and bondsis scarce. LÄS MER

  2. 2. Sustainable Investment Strategies : A Quantitative Evaluation of Sustainable Investment Strategies For Index Funds

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

    Författare :John Erikmats; Johan Sjösten; [2019]
    Nyckelord :ESG; CSR; investment strategies; sustainable investment strategies; sustainability; sustainable investments; sustainable finance; index funds; tracking-error; tracking-error minimization; ESG; CSR; investeringsstrategier; hållbara investeringsstrategier; hållbarhet; hållbara investeringar; hållbar finans; indexfonder; tracking-error; minimering av tracking-error;

    Sammanfattning : Modern society is faced with the complex and intractable challenge of global warming, along with other environmental issues that could potentially alter our way of life if not managed properly. Is it possible that financial markets and equity investors could have a huge part to play in the transformation towards a greener and more sustainable world? Previous studies about investment strategies regarding sustainability have for the most part been centered around possibly less objective ESG-scores or around carbon and GHG-emissions only, with little or no consideration for water usage and waste management. LÄS MER

  3. 3. ESG investing in the Eurozone : Portfolio performance of best-effort and best-in-class approaches

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Företagsekonomi; Umeå universitet/Företagsekonomi

    Författare :Kajsa Andersson; Simon Mårtensson; [2019]
    Nyckelord :ESG; sustainable finance; sustainable investing; portfolio performance; risk-adjusted returns; abnormal returns;

    Sammanfattning : The last decades have seen a rapid increase of sustainable investing, also known as ESG (Environmental, Social and Governance) investing. There has also been an increasing body of academic literature devoted to whether investors can gain any financial benefits from taking ESG under consideration. LÄS MER

  4. 4. Maximum Predictability Portfolio Optimization

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Nazim Huseynov; [2019]
    Nyckelord :Portfolio optimization; linear programming; multi-factor model; Portföljoptimering; linjär optimering; multifaktormodell;

    Sammanfattning : Harry Markowitz work in the 50’s spring-boarded modernportfolio theory. It gives investors quantitative tools to compose and assessasset portfolios in a systematic fashion. The main idea of the Mean-Varianceframework is that composing an optimal portfolio is equivalent to solving aquadratic optimization problem. LÄS MER

  5. 5. Januarieffekten ineffektivt, vinstmöjlighet eller skröna? : En empirisk studie

    Kandidat-uppsats, Södertörns högskola/Nationalekonomi; Södertörns högskola/Nationalekonomi

    Författare :Amad Habib; Emil Larsson; [2019]
    Nyckelord :Finans; Januarieffekten; Anomali;

    Sammanfattning : The digitization of the economy of the last 30 years have incited big social and economic changes, but also fundamentally changed the way the global stock trade is conducted. Now ordinary people have the ability to trade in stocks and try to beat the market. LÄS MER