Sökning: "benchmark index."

Visar resultat 6 - 10 av 178 uppsatser innehållade orden benchmark index..

  1. 6. Sustainable investing in the Nordics : A comparative analysis of ESG portfolios

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Företagsekonomi

    Författare :Linus Gustavsson; Marcus Andersson; [2023]
    Nyckelord :ESG rating; ESG investing; Factor investing; Nordic ESG financial performance; sustainable finance;

    Sammanfattning : Sustainability has become a pressing global issue due to environmental and social challenges caused by human activity which has led to a rise in sustainable investing, including ESG investing. Research on financial performance and sustainable investing have not only showed mixed results, but they are also generally conducted in greater markets such as the US, Europe, and Asia-pacific markets. LÄS MER

  3. 7. Post Earnings Announcement Drift in the Stockholm Stock Exchange : How pronounced is PEAD on beta, traded volume and sector allocation?

    Master-uppsats, Blekinge Tekniska Högskola/Institutionen för industriell ekonomi

    Författare :Ramon Nino; Paula Sander Pettersson; [2023]
    Nyckelord :PEAD; Post Earnings Announcement Drift; Anomalies; Efficient Market Hypothesis; Earnings announcements; beta; volume; sector; price;

    Sammanfattning : Post Earnings Announcement Drift (PEAD) is a market anomaly that challenge the “Efficient Market Hypothesis” (EMH). It was first discovered in 1968 by Ball and Brown. When firms on the stock market have their earnings announcement the stock price will be affected and tend to drift up or down in price for days, weeks or months. LÄS MER

  4. 8. Momentum Strategies in Commodity Futures Market: A Quantitative study

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Företagsekonomi

    Författare :Jino Badinson; Alfred Gunnarsson; [2023]
    Nyckelord :Momentum Effect; Contrarian Effect; Investment Strategy; Commodity Futures; Efficient Market Hypothesis; Behavioral Finance Theory;

    Sammanfattning : This study employs a quantitative approach to investigate the momentum phenomenon in the commodity futures market. The study captures the phenomenon using two momentum indicators, namely, MACD and RSI, and extends the scope of indicator utilization to both joint and single usage. LÄS MER

  5. 9. Exploring the Dynamics of Damage Costs Inflation on Insurance Matters : An In-depth Regression Analysis on Macroeconomic Variables

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :Jacob Liljestrand; Fredrik Nyberg; [2023]
    Nyckelord :Inflation; Time lag; Regression; Macroeconomic variables; Insurance;

    Sammanfattning : The aim of this thesis consist of three parts. Firstly, the aim was to developan accurate historical inflation index suitable for the insurance business, usinginformation about insurance matters. The calculated inflation index was compared to an in-house benchmark at the insurance company Gjensidige, it wasfound to be a good match. LÄS MER

  7. 10. Forecasting gold returns using principal component analysis from a large number of predictors

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionen

    Författare :Fredrik Allgén; [2023]
    Nyckelord :Forecasting; PCA; Gold; ARMA; Business and Economics;

    Sammanfattning : Gold is known in the financial world to be an important asset in unstable periods, especially as a hedge against inflation. If the gold price can be forecasted, it will be possible to strategically invest in gold rather than acquire it as a last-minute hedge against economic downturns. LÄS MER