Sökning: "Recession Variance Ratio"

Hittade 2 uppsatser innehållade orden Recession Variance Ratio.

1. 1. Navigating through Economic storms - A comparative analysis of stock market responses to recent European recessions

   C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Författare :Agnes Jahn; Amanda Rashid; [2023]
   Nyckelord :Business cycles; Stock market; Price Dividend Ratio; Recession Variance Ratio; Swedish Stock market;

   Sammanfattning : The study investigates the interplay between stock market behaviour and recessions in the Northern and Western European area, focusing on data from three different recessions in five countries since 1986. First, unadjusted stock prices show some predictive power in anticipating financial crises, while time-aggregated stock prices do not. LÄS MER

3. 2. Gold During Recessions : A study about how gold can improve the performance of a portfolio during recessions

   Kandidat-uppsats, IHH, Redovisning och finansiering

   Författare :Tobias Helmersson; Hana Kang; Robin Sköld; [2008]
   Nyckelord :Gold; Recessions; Portfolio Allocation; Optimal Portfolio; Minimum Variance Portfolio; Correlation; Return to Risk Ratio; DJIA.;

   Sammanfattning : Problem When choosing topic for this study the economy was on the brink of a recession. Many experts made varying statements regarding this fact, and further readings in this area led us to question: can an in- clusion of gold enhance the performance in an index portfolio dur- ing recessions? And if so, how much should be allocated to gold? Purpose The purpose of this thesis is to look back at the historical price de- velopment of gold and DJIA during recessions in order to find out whether an inclusion of gold can improve a DJIA index portfolio held in today’s recession. LÄS MER