Sökning: "Self-Financing"

Visar resultat 1 - 5 av 10 uppsatser innehållade ordet Self-Financing.

  1. 1. Does the sinner beat the saint? An empirical study of the Nordic stock market

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Jonathan Winberg; [2019-11-27]
    Nyckelord :Sin Stocks; Sin Stock Anomaly; Nordic Stock Market; Fama-French Three-Factor Model; CAPM; Asset Pricing Models; Portfolio Asset Management; OLS; Gambling; Tobacco; Alcohol; Weapons; Oil Gas; Self-Financing; Portfolio Strategy;

    Sammanfattning : MSc in Finance.... LÄS MER

  2. 2. Evaluating the potential profitability of alpha trading

    Master-uppsats, Uppsala universitet/Nationalekonomiska institutionen

    Författare :Ellinor Gyldberg; [2019]
    Nyckelord :;

    Sammanfattning : The purpose of this thesis is to test whether an active trading strategy using historical alpha values (a measure of risk-adjusted excess returns) for stocks can be used to achieve positive risk-adjusted profits. To do so, data on stocks in the Dow Jones Industrial Average and the Standard & Poor’s 500 Index from 1997 to 2018 are used to estimate the market model, using GARCH and TGARCH. LÄS MER

  3. 3. Application of the Kelly Criterion on a Self-Financing Trading Portfolio -An empirical study on the Swedish stock market from 2005-2015

    Kandidat-uppsats,

    Författare :Oskar Markusson; Emil Ohlsson; [2017-07-05]
    Nyckelord :Kelly Strategy; Portfolio Money Management; Abnormal Returns; Swedish Equities; Geometric Mean Maximization; Kelly Criterio;

    Sammanfattning : A Kelly strategy theoretically optimizes the growth rate of investor’s capital. This paper evaluates its usefulness on the Swedish stock market between 2005 and 2015 by comparing returns to that of common portfolio strategies and a market index. LÄS MER

  4. 4. The (svb) Company as an Alternative for Social Enterprises in the Welfare Industry.

    Magister-uppsats, Göteborgs universitet/Juridiska institutionen

    Författare :Hanna Sonning; [2015-10-13]
    Nyckelord :;

    Sammanfattning : Private entrepreneurship as a response to the social challenges of society is a hot topic today. As a consequence, during the last two decades the public sector has been in competition with private actors delivering welfare services funded by public financing. LÄS MER

  5. 5. The Option Volume to Stock Volume Ratio, Market Efficiency and Future Returns

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

    Författare :Filip Demitz-Helin; Alexander Mahdi; [2014]
    Nyckelord :Return predictability; Option volume; Market efficiency; Informed investors; Liquidity;

    Sammanfattning : The study of the information value in options has for decades been at the centre of financial research. Recent findings indicate that informed investors prefer to use options to trade on negative information, causing the option volume to stock volume ratio (O/S) to correlate negatively with future returns. LÄS MER