Sökning: "adjusted return"

Visar resultat 1 - 5 av 464 uppsatser innehållade orden adjusted return.

  1. 1. Hur avrinningskoefficienten varierar med återkomsttid - En jämförelse mellan fyra olika områden i Sverige

    Master-uppsats, Lunds universitet/Avdelningen för Teknisk vattenresurslära

    Författare :Nina Enger; [2024]
    Nyckelord :Runoff coefficient; Return period; Modelling; MIKE ; Floodings; Technology and Engineering;

    Sammanfattning : As climate change progresses, heavy rainfall in Sweden is becoming more frequent and intense, coinciding with an increase in impermeable surfaces in urban areas. This raises the risk of flooding as drainage networks may exceed their capacity due to increased runoff. LÄS MER

  3. 2. Do actively managed Sweden funds yield higher return better than passively managed funds, during a volatile market, when taking risk into account?

    Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

    Författare :Allan Mohideen; Robin Lopes; [2023-08-25]
    Nyckelord :;

    Sammanfattning : This paper is examining if Swedish actively managed funds is creating more value for investors compared to Swedish index funds. The study is focused on the time period 2012-2022. Three risk-adjusted measurements are used to execute this mission. LÄS MER

  4. 3. ESG Balancing the Books and the Planet: A Quantitative Analysis of Risk-Adjusted Returns in ESG and Traditional Funds

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

    Författare :Benjamin Javidi; Malin Larsson; [2023-08-25]
    Nyckelord :Capital Asset Pricing Model CAPM ; Fama-French three-factor model; ESG; Sharpe ratio; OLS Regression Analysis; Modern Portfolio Theory;

    Sammanfattning : The demand for sustainable investment has increased in the last decade. “Environmental, Social and Governance” (ESG) are characteristics within sustainable investment and are commonly considered in private investing. LÄS MER

  5. 4. Power Play: The influence of energy prices on ESG Stocks’ performance during the Energy Crisis A quantitative study performed on the Swedish stock market

    Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

    Författare :Daniella Milojkovic; Jennifer Häggander; [2023-08-25]
    Nyckelord :;

    Sammanfattning : This research paper is focused on the impact of the European energy crisis on ESG (Environmental, Social, and Governance) stocks. The paper aims to examine the extent to which the performance of stocks with high ESG scores has been affected by energy prices and volatility during the energy crisis. LÄS MER

  7. 5. Beyond Profits: Exploring the Investment Styles and Risk-Adjusted Returns of ESG-Driven Portfolios

    Kandidat-uppsats,

    Författare :Alexander Olsson; Jonathan Taimory; [2023-07-06]
    Nyckelord :Risk-adjusted Returns; Investment Styles; Environmental; Social and Governance ESG ;

    Sammanfattning : This study uses daily data to examine how different ESG implementations affect performance and portfolio characteristics. With a non-homogenous view of how ESG investing is defined, ten different value-weighted portfolios are constructed. The geographical focus is the US market, with the S&P 500 total return index (SPXTR) as the screening universe. LÄS MER