Sökning: "Tobias Helmersson"

Hittade 3 uppsatser innehållade orden Tobias Helmersson.

  1. 1. Is The Intelligent Investor Really Intelligent? - An Ex-Ante Empirical Performance Analysis of The Value Investing Philosophy

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

    Författare :Svante Andersson; Tobias Helmersson; [2011]
    Nyckelord :Value Investing; Fundamental Analysis; Benjamin Graham; Ex-Ante Test; Individual Investor;

    Sammanfattning : This study performs an ex-ante empirical analysis of a value investment strategy based on the teachings of Benjamin Graham, widely acclaimed as the originator of the value investing philosophy. Specifically, we investigate whether two comparable mechanical screening approaches of selecting U.S. LÄS MER

  3. 2. Empirical Testing of the Austrian Business Cycle Theory : Modelling of the Short-run Intertemporal Resource Allocation

    Kandidat-uppsats, IHH, Nationalekonomi

    Författare :Karl Selleby; Tobias Helmersson; [2009]
    Nyckelord :Austrian Business Cycle Theory; Hayekian Triangle; Intertemporal Resource Allocation; Unsustainable Growth;

    Sammanfattning : The  Austrian  Business  Cycle  Theory  (ABC)  provides  a  qualitative  explanation  of  why economies go through ups and downs in terms of national income, production output and labor employment. The theory states that interest and money supply policy distort the time preferences of economic agents. LÄS MER

  4. 3. Gold During Recessions : A study about how gold can improve the performance of a portfolio during recessions

    Kandidat-uppsats, IHH, Redovisning och finansiering

    Författare :Tobias Helmersson; Hana Kang; Robin Sköld; [2008]
    Nyckelord :Gold; Recessions; Portfolio Allocation; Optimal Portfolio; Minimum Variance Portfolio; Correlation; Return to Risk Ratio; DJIA.;

    Sammanfattning : Problem When choosing topic for this study the economy was on the brink of a recession. Many experts made varying statements regarding this fact, and further readings in this area led us to question: can an in- clusion of gold enhance the performance in an index portfolio dur- ing recessions? And if so, how much should be allocated to gold? Purpose The purpose of this thesis is to look back at the historical price de- velopment of gold and DJIA during recessions in order to find out whether an inclusion of gold can improve a DJIA index portfolio held in today’s recession. LÄS MER