Sökning: "Portfolio Analysis"

Visar resultat 1 - 5 av 374 uppsatser innehållade orden Portfolio Analysis.

  1. 1. The Effect of ESG on a Global Fund Market - Integrating Environmental, Social and Governance (ESG) in the investment strategy: A Global Market Research

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

    Författare :Hanna Björkman; Michael Erlandsson; [2019-07-12]
    Nyckelord :ESG; global funds; environmental responsibility; social responsibility; corporate governance; responsible investments; impact investments; Morningstar;

    Sammanfattning : This paper investigates the different performances of global funds when implementing an ESG-strategy during the period 2013 to 2018. Using the from Morningstar Direct, consisting of return, Morningstar Sustainability Rating, Morningstar Portfolio Sustainability Score, Portfolio Controversy level and Environmental-, Social-, and Governance- Score, we conduct the regression analysis using the Fama French Carhart model. LÄS MER

  2. 2. A Guideline for Conducting Form Analysis of Branded Products : The Development of a Design Guideline Framework for Product-Producing Companies in a Brand Management Context

    Master-uppsats, Linköpings universitet/Maskinkonstruktion; Linköpings universitet/Maskinkonstruktion

    Författare :Oskar Castillo Ellström; Tomas Andersson; [2019]
    Nyckelord :;

    Sammanfattning : This thesis presents the research and development of a framework for creating design guidelines, aimed towards product-producing companies as a part of a brand extension strategy. The thesis answers two research questions: RQ1: What strategies could be used to analyze visual form and product design as a part of a brand extension strategy for a product-producing company? RQ2: How can an existing visual brand identity be utilized during the product development process and redefined for new product categories? The thesis is divided into a literature review and a case application of the presented theories on a real-world product development process. LÄS MER

  3. 3. A Cluster Analysis of Stocks to Define an Investment Strategy

    Kandidat-uppsats, KTH/Matematisk statistik; KTH/Matematisk statistik

    Författare :Sarah Bjärkby; Sofia Grägg; [2019]
    Nyckelord :;

    Sammanfattning : This thesis investigates the possibilities of creating an investment strategy by performing a cluster analysis on stock returns. This to provide a diversified portfolio, which has multiple advantages, for instance that the risk of the investment decreases. LÄS MER

  4. 4. A Utility Approach: Strategy Analysis and Optimization

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Magnús Ólafur Sigurdsson; [2019]
    Nyckelord :Utility optimization; Portfolio analysis; Dynamic programming; Bellman equation.; Technology and Engineering;

    Sammanfattning : Utility theory and Monte Carlo simulations are used to calculate optimal allocation for long term as well as, risk averse investors with a portfolio consisting of one risky asset and one risk-free bank account. The problems solved in this thesis are divided into two types, static and dynamic. LÄS MER

  5. 5. Sustainable Investment Strategies in Practice: Exploring strategy combination to achieve investment objectives

    Master-uppsats, Lunds universitet/Internationella miljöinstitutet

    Författare :Tyler Robinson; [2019]
    Nyckelord :Sustainable investment strategies; investment objectives; ESG performance; financial performance; sustainable investment spectrum; Earth and Environmental Sciences;

    Sammanfattning : Society faces significant funding gaps as it attempts to address crucial social and environmental challenges. One of the key barriers inhibiting the allocation of private capital to alleviate these funding needs is a lack of established methods regarding how investment practitioners can integrate sustainability considerations into investment processes. LÄS MER