Sökning: "Sharpe Ratio"

Visar resultat 1 - 5 av 247 uppsatser innehållade orden Sharpe Ratio.

  1. 1. Optimal Portfolio Allocation of Commodities for the Swedish Investor

    Kandidat-uppsats,

    Författare :Sebastian Henfalk; Alexandra Wesley; [2021-08-17]
    Nyckelord :Optimal Portfolio Allocation into Commodities; OMXS30GI; Bloomberg Commodity Index BCOM ; Sub-Sectors; Sharpe Ratio; Swedish Investor; Financialization; Diversification; Hedge; Precious Metals; Inflation; Råvaror; Optimal Allokering; Ädelmetaller;

    Sammanfattning : Commodities have historically been seen as great diversifiers to stocks and bonds. Following the financialization in late 1990s and early 2000s this began to be questioned by previous research due to increasing correlations with the stock market, which has created a need for further research with in the field. LÄS MER

  2. 2. ESG INTEGRATION: ESG SCORE MOMENTUM FACTOR AS ASSET CHARACTERISTIC AND OPTIMAL PARAMETRIC PORTFOLIO - AN EMPIRICAL RESULT OF THE US STOCK MARKET.

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Lien Hoang; [2021-06-30]
    Nyckelord :Responsible Investment; ESG Factor Investment; Sustainable Investment; ESG Integration; ESG Investment; Sustainability;

    Sammanfattning : MSc in Finance.... LÄS MER

  3. 3. Performance of Small- and Large-cap stock portfolios- The importance of market anomalies across business cycles

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Erik Hulth; [2021-06-30]
    Nyckelord :Stock performance; Market anomalies; Asset pricing; Portfolio sorting techniques; Factor-portfolio sorting techniques; Value effect; Size effect; Momentum effect; Temporal influences; Business cycles; GDP-gap; Single-and Multi- Factor models; CAPM; Fama-French Three-Factor model; Carhart Four-Factor model; Risk-adjusted equity returns; Sharpe Ratio; Jensen´s alpha; NASDAQ OMX and NYSE;

    Sammanfattning : MSc in Finance.... LÄS MER

  4. 4. En analys i prestation och aktiv förvaltning mellan svenska large- och small-cap fonde

    Kandidat-uppsats,

    Författare :Jonatan Andersson; David Osberg; [2021-06-23]
    Nyckelord :;

    Sammanfattning : The aim of this thesis is to explore whether there is a significant difference between Swedish large- and small-cap mutual funds. The study will examine each fund’s performance compared to one another. LÄS MER

  5. 5. The Adoption of Artificial Intelligence in Swedish Funds

    Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

    Författare :Stephie Do; Tim Larsson; [2021-02-24]
    Nyckelord :Artificial intelligence; performance; funds; finance; asset management; portfolio theory; efficient market; behavioral finance.;

    Sammanfattning : Fund managers have historically made use of traditional portfolio strategies such as Markowitz portfolio selection, as part of their decision making. But as the world has started to shift towards a more automated lifestyle, the question arises if fund management will follow. LÄS MER