Sökning: "Self-Financing"

Visar resultat 6 - 10 av 13 uppsatser innehållade ordet Self-Financing.

  1. 6. 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

  3. 7. 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

  4. 8. 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

  5. 9. Svenska museers attityder till offentlig respektive icke-offentlig finansiering

    Master-uppsats, Lunds universitet/Avdelningen för ABM, digitala kulturer samt förlags- och bokmarknadskunskap

    Författare :Johanna Lindvall; [2014]
    Nyckelord :public value management; new public management; municipal museums; regional museums; cultural policy; non-public finance; Public finance; Cultural Sciences;

    Sammanfattning : The culture proposal "Time for culture" emphasizes that the financial responsibility should not only be dependent on public funding, but private funders and non profit agencies should also take increased financial responsibility. The increasing demand for financial independency, has created a new position for cultural institutions. LÄS MER

  7. 10. Predicting Momentum Returns

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

    Författare :Mattias Holmberg; Martin Stenlund; [2013]
    Nyckelord :Dynamic; Momentum; Predictability; Reversal; Trading strategy;

    Sammanfattning : Momentum strategies have historically shown to yield positive returns with little systematic risk exposure. Although usually profitable over long time periods, momentum strategies have also shown to suffer from irregular but severe losses that effectively erode the strategies' attractiveness. LÄS MER