Sökning: "Swedish Investor"

Visar resultat 1 - 5 av 363 uppsatser innehållade orden Swedish Investor.

  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. Swedish family ownership and its influence on stock performance

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Navid Ghate; Trf Fjällström; [2021-08-04]
    Nyckelord :Abnormal returns; Fama-French; Swedish stock exchange; Family firms; Ownership structure; Firm characteristics; Agency cost; Performance; Valuation;

    Sammanfattning : MSc in Finance.... LÄS MER

  3. 3. The driving forces of Venture Capital funding in Sweden - A longitudinal study of the determinants and principal components of Venture Capital funding in Sweden from 2001 to 2020

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Ludvig Streng; Mikael Örneblad; [2021-07-06]
    Nyckelord :Venture capital; funding; driving forces; Sweden; determinants; regression; OLS; stock market; interest; gdp growth; corporate tax; patent applications; innovation; labor market rigidity; principal component analysis; PCA;

    Sammanfattning : This thesis analyses the driving forces of Venture Capital (VC) funding in Sweden over theyears 2001 - 2020. The driving forces of VC funding is an essential piece in understandinghow well the Swedish VC industry works and fulfills its purpose in the economy. Thisknowledge is missing in the literature. LÄS MER

  4. 4. Can an investor gain positive abnormal return by mimicking insider transactions?

    Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

    Författare :Oscar Bodin; Jonatan Tell; [2021-02-24]
    Nyckelord :Nasdaq; OMX Stockholm; Insider Trading; Abnormal Return; OMXS30; Stock Market.;

    Sammanfattning : Background: The efficient market hypothesis is a theory that has been widely debated andstudied during the years. Some agree with the theory, but some disagree. One way to study theefficient market hypothesis is by looking at the possibility to gain positive abnormal return onthe stock market. LÄS MER

  5. 5. Volatility Managing Strategy - A Strategy for Mitigating Risk and Stabilizing Risk-adjusted Return

    Master-uppsats, KTH/Matematisk statistik

    Författare :Sara Barwary; Hanna Lind; [2021]
    Nyckelord :ARCH; EGARCH; GARCH; GJR-GARCH; Return; Risk; Volatility; Volatility Managing Strategy; ARCH; EGARCH; GARCH; GJR-GARCH; Avkastning; Risk; Volatilitet; Volatilitetshanterande strategi;

    Sammanfattning : Volatility managing strategies have gained attention over the last few years due to theiralleged ability to increase portfolio return and mitigate risk. This thesis examines the performance and risk of a portfolio using such a strategy on the Swedish equity market. The strategy is dependent on the forecasting of volatility. LÄS MER