Sökning: "Portfolio Weights"

Visar resultat 21 - 25 av 58 uppsatser innehållade orden Portfolio Weights.

  1. 21. The Systematic Risk of Green Bonds

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Janina Viebrock; Hanna Brännström; [2019]
    Nyckelord :Risk-Adjusted Returns; Systematic Risk; Green Bonds; Asset Pricing Models; Fama- French Factors; Portfolio Performance Evaluation; Business and Economics;

    Sammanfattning : This paper evaluates the profitability of adding green bonds to a portfolio consisting of stocks and conventional bonds. To determine the profitability, ten portfolios with varying weights on green bonds, conventional bonds and stocks, are constructed. LÄS MER

  3. 22. Co-movements between Renewable Energy, Oil & Gas, and Technology in Europe: Implications for Investment Decisions

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Olof Thorstensson; [2019]
    Nyckelord :Renewable energy; European stocks; GARCH; conditional correlations; Business and Economics;

    Sammanfattning : In this study, the relationship between the returns of stock indices for renewable energy, oil & gas and technology is analysed in a European context with the use of a DCC GARCH model. Results show that conditional correlations peaked during four years following the 2008 financial crisis but has since then reverted to pre-crisis levels. LÄS MER

  4. 23. Estimation and Theory of Tangency Portfolio Weights: Evidence from S&P Data

    Kandidat-uppsats, Örebro universitet/Institutionen för naturvetenskap och teknik

    Författare :John Larsson; [2018]
    Nyckelord :Portföljteori; tangentportfölj; kovarians; rang; Moore-Penrose-invers;

    Sammanfattning : En introduktion ges till portföljteori och tillämpning av tangentportföljen med en riskfri tillgång presenteras. Nyttofunktioner förklaras och hur tangentportföljen kan härledas med hjälp av en nyttofunktion. LÄS MER

  5. 24. Optimizing the Nuclear Waste Fund's Profit

    Kandidat-uppsats, Stockholms universitet/Företagsekonomiska institutionen

    Författare :Zakaria Kazi-tani; André Ramirez Alvarez; [2018]
    Nyckelord :Nuclear Waste Fund; optimization; the Markowitz portfolio theory; strategic asset allocation; tactical asset allocation; polynomial regression; bonds; disposal; Kärnavfallsfonden; nuclear waste; the Legal; Financial and Administrative Services Agency; MATLAB;

    Sammanfattning : The Nuclear Waste Fund constitutes a financial system that finances future costs of the management of spent nuclear fuel as well as decommissioning of nuclear power plants. The fund invests its capital under strict rules which are stipulated in the investment policy established by the board. LÄS MER

  7. 25. The Effect of the Financial Crisis of 2008 on Swedish Household Portfolios

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

    Författare :Yasmin Montvik; Maria Olsson Lidman; [2017-02-28]
    Nyckelord :asset allocation; financial assets; financial crisis; household portfolios;

    Sammanfattning : The aim of this thesis is to examine whether Swedish households have changed the composition of their portfolio as a consequence of the financial crisis and to investigate whether they have become more reluctant to invest in the financial markets. To examine how the Swedish household portfolios have changed over time, risk measures such as standard deviation and beta will be used as well as performance measures such as the Sharpe ratio, Treynor ratio and Jensen’s alpha. LÄS MER