Sökning: "asset allocation"

Visar resultat 1 - 5 av 137 uppsatser innehållade orden asset allocation.

  1. 1. Stock Price Prediction Using Machine Learning

    Magister-uppsats, Södertörns högskola/Nationalekonomi

    Författare :Yixin Guo; [2022]
    Nyckelord :Machine Learning; Stock Price; Time Series Data; Deep Learning;

    Sammanfattning : Accurate prediction of stock prices plays an increasingly prominent role in the stock market where returns and risks fluctuate wildly, and both financial institutions and regulatory authorities have paid sufficient attention to it. As a method of asset allocation, stocks have always been favored by investors because of their high returns. LÄS MER

  2. 2. ESG scores´ effect on investment strategies : How does Dogs of Dow and The Magic Formula´s performance get effected when weighted according to their ESG score? 

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Författare :Oscar Johnsson; Elias Henriksson; [2022]
    Nyckelord :Dogs of Dow; the Magic Formula; ESG score; Investment strategy; Asset Allocation; Socially responsible investing; Stockholm large cap; CAPM; Stock market;

    Sammanfattning : This thesis investigates the two investment strategies Dogs of Dow and The Magic Formula. We test how the strategies perform when getting weighted to ESG scores and also if they outperform OMXSPI during the years 2012-2022. LÄS MER

  3. 3. Eu State Aid Rules And Corporate Direct Tax Arrangements : An Analysis of Article 107(1) TFEU and Recent case Developments with the principle of Legality

    Magister-uppsats, Uppsala universitet/Juridiska institutionen

    Författare :Sharon Mame Sika Värttö; [2022]
    Nyckelord :State aid; Tax ruling; Tax avoidance; Hybrid arrangement; Aid recovery; Legality; Legal certainty; Selective advantage; Harmful tax competition; Transfer pricing; Arm’s length principle; Economic advantage.;

    Sammanfattning : The European Union was devised to promote competition in the international market environment and ensure balanced allocation of fiscal and political requirements of the Member States. Globalization has led to enabling tax environments through granting of tax benefits by EU Member jurisdictions intended to promote competition in attracting foreign investment, trade, and development. LÄS MER

  4. 4. Factor Models for Futures Contracts to Improve Estimation of the Correlation Matrix

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Ellen Ek; [2022]
    Nyckelord :Correlation matrix; Hierarchical Principal Component Analysis; Factor Model; Clusters; Portfolio Optimization; Futures Contracts; Mathematics and Statistics;

    Sammanfattning : In this paper regularization of the correlation matrix between futures contracts is examined. With starting point in the recently established HPCA framework (Avellaneda, 2019), a couple of different extensions to the one-factor model is suggested. Extensions are made in terms of adjusting the model according to different cluster structures. LÄS MER

  5. 5. Hierarchical Clustering To Improve Portfolio Tail Risk Characteristics

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Adam Eidenvall; [2021]
    Nyckelord :Hierarchical Clustering; Asset Allocation; Portfolio Construction; Graph Theory; Machine Learning; Risk Parity; Regime Shift; Bootstrapping; Walk Forward; Mathematics and Statistics;

    Sammanfattning : Many agree that estimating portfolio risks has better estimation possibilities, than estimations on returns. Therefore investors attempts to construct better, more efficient riskmanaged portfolios by diversifying portfolios through factors rather than traditional asset classes. LÄS MER