Sökning: "Risk-adjusted performance"
Visar resultat 11 - 15 av 243 uppsatser innehållade orden Risk-adjusted performance.
11. Socially Responsible and Financially Rewarding: The Relationship Between ESG and Stock Market Returns
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : We study the link between the ESG-performance of 20 OECD countries and the excess returns of their major stock indices between 2005 and 2015. Our research shows a significant positive relationship between the two metrics. LÄS MER
12. Does the Fee Affect the Performance of Real Estate Funds? : An Explanatory Study on the Swedish, Norwegian, Finnish Market
Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/FöretagsekonomiSammanfattning : Over the past decades, investing and saving in mutual funds has become a popular alternativefor generating returns. Interest continues to grow and is widespread among different types ofinvestors, ranging from small-scale savers to professional investors, as well as differentgeographic markets. LÄS MER
13. Predictive Modeling and Statistical Inference for CTA returns : A Hidden Markov Approach with Sparse Logistic Regression
Master-uppsats, Umeå universitet/Institutionen för matematik och matematisk statistikSammanfattning : This thesis focuses on predicting trends in Commodity Trading Advisors (CTAs), also known as trend-following hedge funds. The paper applies a Hidden Markov Model (HMM) for classifying trends. Additionally, by incorporating additional features, a regularized logistic regression model is used to enhance prediction capability. LÄS MER
14. The Performance of Growth Stocks Compared to Value Stocks : – A Study Conducted on the Swedish and Danish Stock Market
Magister-uppsats, Jönköping University/Internationella HandelshögskolanSammanfattning : Background: Most investors strive to achieve the same goal with their investments, maximize returns and profits. However, the approach deviates as there are many alternatives on the stock markets. Preferences such as the amount of risk also influences an investor’s selection of stocks. LÄS MER
15. Structural Review and Performance Evaluation of Real Estate Tokens
Master-uppsats, KTH/Fastighetsekonomi och finansSammanfattning : This thesis study includes quantitative and qualitative research on real estate tokens, one of the leading security tokens. Security tokens, which are based on blockchain technology, are rapidly becoming widespread as new era investment products. Real estate tokens have long stood out as one of the most popular of these tokens. LÄS MER