Sökning: "Omxs30"

Visar resultat 36 - 40 av 306 uppsatser innehållade ordet Omxs30.

  1. 36. En magisk investeringsstrategi på Sveriges aktiemarknad : En undersökning av den magiska formeln ijämförelse med OMXS30

    Kandidat-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :Sari Hamicheh; Ibrahim Abdullah; [2022]
    Nyckelord :The magic formula; Risk adjusted return; OMXS30; Portfolio; Sharpe ratio; Den magiska formeln; Riskjusterad avkastning; OMXS30; Portfölj; Sharpekvot;

    Sammanfattning : Avsikten med studien är att undersöka den magiska formelns prestation på den svenska aktiemarknaden mellan åren 2017–2021. Syftet är att undersöka om denmagiska formeln kan uppnå en högre riskjusterad avkastning än OMXS30 underundersökningsperioden. LÄS MER

  3. 37. Deep Reinforcement Learning Approach to Portfolio Optimization

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Lorik Sadriu; [2022]
    Nyckelord :Deep Reinforcement Learning; Portfolio Optimization; Portfolio performance; EMH; Business and Economics;

    Sammanfattning : This paper evaluates whether a deep reinforcement learning (DRL) approach can be implemented, on the Swedish stock market, to optimize a portfolio. The objective is to create and train two DRL algorithms that can construct portfolios that will be benchmarked against the market portfolio, tracking OMXS30, and the two conventional methods, the naive portfolio, and minimum variance portfolio. LÄS MER

  4. 38. Implied and Historical Volatility : An Empirical Study on Their Predictive Power of the Future Volatility on the OMXS30 Index

    Master-uppsats, Örebro universitet/Handelshögskolan vid Örebro Universitet

    Författare :Hampus Egly; Christopher Solbakke; [2022]
    Nyckelord :;

    Sammanfattning : .... LÄS MER

  5. 39. Cryptocurrencies and Swedish Stocks Performance During the Covid-19 Shock : Which market suffered more from the Covid-19 pandemic

    Kandidat-uppsats, Jönköping University/IHH, Nationalekonomi

    Författare :Petter Helsén; Lukas Andersson; [2022]
    Nyckelord :;

    Sammanfattning : This paper explores whether cryptocurrencies outperformed the Swedish stock market during the Covid-19 pandemic. In the analysis, we used four cryptocurrencies in the form of Bitcoin, Ethereum, Cardano and Binance Coin, and the OMXS30 stock index. LÄS MER

  7. 40. Financial performance in relation to carbon dioxide emissions, a regression analysis of companies in the stock index OMXS30

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Ellen Haavikko; Alva Lundgren; [2022]
    Nyckelord :Regression analysis; carbon dioxide emissions; sustainable business; financial performance; OMXS30; Regressionsanalys; koldioxidutsläpp; hållbart företagande; finansiellt resultat; OMXS30;

    Sammanfattning : One of the biggest topics of discussion in the last decade has been the climate change and the related global warming. This has rightfully contributed to people being more aware than ever about how to live a more sustainable life and to some extension know how they should act in their everyday life in order to reduce their carbon footprint. LÄS MER