Sökning: "Sharpe Ratio"

Visar resultat 21 - 25 av 307 uppsatser innehållade orden Sharpe Ratio.

  1. 21. Tick-Tock: Time to invest? : A Study of the Investment Performance of Luxury Watches versus Traditional Assets

    Master-uppsats, Linköpings universitet/Produktionsekonomi

    Författare :Gustav Sjöstedt; Sara Mannerford; [2023]
    Nyckelord :Veblen goods alternative assets traditional assets luxury watches hedonic pricing method hedonic characteristics regression analysis Sharpe ratio Treynor ratio CAPM Jensen’s alpha;

    Sammanfattning : Background: This study discusses the phenomenon of luxury goods as investment assets,focusing on luxury watches in particular. The rise of globalization and increased wealth,particularly among the middle and high-income groups in developing countries, hascreated a larger potential customer base for luxury items. LÄS MER

  3. 22. Passiv- och aktiv fondförvaltning givet börsklimatet på marknaden

    Kandidat-uppsats,

    Författare :Emma Lundblad; Thomas Pietsch; [2022-07-12]
    Nyckelord :Aktiv fondförvaltning; passiv fondförvaltning; riskjusterad avkastning; jämförelseindex; Jensens alfa; sharpekvot; sortinokvot; Active fund management; passive fund management; risk-adjusted returns; benchmark index; Jensen s Alpha; sharpe ratio; sortino ratio;

    Sammanfattning : Bakgrund: Fonder utgörs av en samling underliggande värdepapper och har som syfte att generera avkastning till de som väljer att investera i fonden. Generellt administreras fondinriktningen aktiefonder antingen genom aktiv- eller passiv förvaltning. LÄS MER

  4. 23. Hållbarhet och fondprestation

    Kandidat-uppsats,

    Författare :Ludvig Johansson; Alva Mentor; [2022-07-11]
    Nyckelord :Sustainability; CAPM; Sharpe ratio; Treynor ratio; Swedish funds;

    Sammanfattning : The purpose of this paper is to conduct research regarding fund performance based on Morningstar’s Sustainability Rating, with the aim of drawing conclusions about whether funds with high sustainability rating perform differently than funds with low sustainability rating. A quantitative method was used to investigate fund performance over the last three years, regarding 20 Swedish funds investing on the Swedish market. LÄS MER

  5. 24. Portfolio Optimization: The search for an optimal portfolio with cryptocurrencies and S&P 500

    Kandidat-uppsats,

    Författare :Anton Rapp; Henrik Thorwaldsson; [2022-07-11]
    Nyckelord :Portfolio optimization; Miniumum variance portfolio; Capital allocation line; Cryptocurrency; Diversification;

    Sammanfattning : This thesis’ aim is to create an optimal portfolio consisting of Bitcoin, Ethereum and S&P 500. We also examine the minimum variance portfolio with the framework of Markowitz's mean variance optimization model. LÄS MER

  7. 25. Investing without conscience

    Kandidat-uppsats,

    Författare :Olle Blennskog; Markus Gillesén; [2022-07-11]
    Nyckelord :;

    Sammanfattning : The chase for maximum returns is a race every investor participates in. The number of investing strategies is almost equal to the number of investors, and everyone claims that their strategy is the best. LÄS MER