Sökning: "hedge avkastning"

Visar resultat 1 - 5 av 30 uppsatser innehållade orden hedge avkastning.

  1. 1. The Swedish inflation rate and stock market returns: does the Fisher effect exist?

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

    Författare :Adam Malmén; Anton Persson; [2022-02-15]
    Nyckelord :;

    Sammanfattning : In Sweden the annual inflation rate raised in September 2021 above the Sveriges Riksbank inflation target of two percent annually, which has been the central bank's inflation target since 1995. This created a discussion regarding if the repo interest rate should be increased from currently zero percent. LÄS MER

  3. 2. Are REITs in Singapore and Hong Kong Being Inflation Hedging? : An empirical analysis of the relationship between REIT returns and inflation

    Master-uppsats, KTH/Fastighetsföretagande och finansiella system

    Författare :Caixing Bin; [2022]
    Nyckelord :REITs; inflation; hedge; returns; REITs; inflation; hedge; avkastning;

    Sammanfattning : This paper examinesinflation in Singapore and Hong Kong between 2002 to 2021. The purpose is to investigate whether REITs can hedge against inflation. The inflation will be divided into expected inflation (EI) and unexpected inflation (UI). LÄS MER

  4. 3. Does size have an impact on Nordic Hedge Funds Performance?

    Kandidat-uppsats,

    Författare :Axel Johansson; Robert Rohlén; [2021-06-30]
    Nyckelord :Nordic Hedge Fund Returns; Seven Factor Model; Excessive Returns; Risk Adjusted Alpha;

    Sammanfattning : The paper examines the potential relationship between hedge fund’s size of assets under management and performance in the Nordic countries. We employ a modified version of the Fung and Hsieh’s seven-factor model to estimate the different hedge funds risk adjusted alphas, as a proxy for performance. LÄS MER

  5. 4. Bitcoins roll i en aktieportfölj på svenska marknaden : – Hur det påverkar risk och avkastning

    Kandidat-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

    Författare :Anton Nordenhem; [2021]
    Nyckelord :Bitcoin; OMXSGI; Sharpe ratio; gold; hedge; safe haven;

    Sammanfattning : Bitcoin is an asset that demonstrated a high increase in price since it was launched in 2009, meanwhile it has been a very volatile and risky asset. Previous research has indicated that an allocation of bitcoin in investor’s portfolio could increase return as well as risk adjusted return. LÄS MER

  7. 5. Decentraliserat portföljval : Kryptotillgångar som diversifiering vid portföljoptimering

    Kandidat-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

    Författare :Marcus Jämte; Philip Rettig; [2021]
    Nyckelord :Bitcoin; Ethereum; Cryptocurrency; Crypto; Diversification; Portfolio; Korrelation; Decentralized; Finance; Bitcoin; Ethereum; Kryptovalutor; Krypto; Diversifiering; Portfölj; Korrelation; Decentraliserad; Finans;

    Sammanfattning : Kryptomarknaden och decentraliserad finans har under det senaste året med sin höga avkastning dragit till sig mycket uppmärksamhet. Decentraliserade tillgångar blir alltmer attraktiva för investerare och i denna uppsats är undersöks kryptotillgångars egenskaper som hedge eller diversifiering i en portfölj. LÄS MER