Sökning: "Sharpe-ratio"

Visar resultat 1 - 5 av 155 uppsatser innehållade ordet Sharpe-ratio.

  1. 1. AKTIV ELLER PASSIV FONDFÖRVALTNING? - En kvantitativ studie om fondavkastning och fondavgift

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Adem Göker; Erik Larsson; [2018-07-12]
    Nyckelord :;

    Sammanfattning : Mutual funds have risen in popularity across Sweden and over the last 20 years the amount invested have risen from 1000 billion Swedish Crowns to over 4000 billion Swedish Crowns.The majority of the increase has been in the funds investing in equity. LÄS MER

  2. 2. Första-Fjärde AP-fonden: Riskjusterad avkastning och risk 2001-2017


    Författare :David Eliasson; Simon Möller; [2018-07-11]
    Nyckelord : AP-fonderna ; Swedish Pension System; Pension funds; Risk-adjusted Return; Risk Analysis; Diversification; Sharpe Ratio; Fama-French three-factor model;

    Sammanfattning : The purpose of this study is to investigate whether the four Swedish public pension fundsAP1-4 contribute to the stability of the pension system by evaluating their mandate as formulated in the law. The thesis contributes to the existing literature regarding the Swedish pension system through an investigation of the performance and risk level of the funds during the period 2001-2017. LÄS MER

  3. 3. Investing in Sustainable Stocks - An Empirical Evaluation of Large Public Companies in Sweden


    Författare :Andreas Bengtsson; Jakob Johnson; [2018-07-09]
    Nyckelord :Sustainability; Investing; Risk-Adjusted Returns; Standard Risk; Tail Risk;

    Sammanfattning : This thesis investigates if investing in a sustainable index yields higher risk-adjusted returns than investing in an ordinary index. Return data from the Swedish stock index OMXS30 was collected, spanning the period 2006-2017. LÄS MER

  4. 4. Diversification possibilities in the Swedish financial markets - A correlation analysis of the returns of stock, bonds and real estate

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Navid Haddad; Jacob Wergeland; [2018-07-09]
    Nyckelord :;

    Sammanfattning : The purpose of this study is to analyse the risk-adjusted returns of Swedish stocks, Swedish fixed income gov.- bonds and real estate return over the last 8 years in combination with the time-varying aspects of the correlation between the asset classes. The method used is a time-series analysis of OMXS30, SWEGOVT115, and SX8600PI. LÄS MER

  5. 5. DOES BITCOIN MAKE SWEDES SHARP(E)? An empirical study of the effect on riskadjusted return when including Bitcoin in the average Swedish investor´s portfolio


    Författare :Sandra Hernvall; Kent Oskar Härnestav; [2018-07-05]
    Nyckelord :Bitcoin; Cryptocurrency; Portfolio Optimization; Hedge; Safe Haven; Diversification; Sharpe Ratio;

    Sammanfattning : Globalization causes domestic markets to become increasingly correlated, making it harder for investors to find instruments for diversification. Bitcoin is a cryptocurrency that has shown spectacular returns and drawn great attention during the past two years. LÄS MER