Sökning: "jessica radeschnig"

Hittade 3 uppsatser innehållade orden jessica radeschnig.

  1. 1. Heterogeneous Optimality of Lifetime Consumption and Asset Allocation : Growing Old in Sweden

    Master-uppsats, Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Författare :Jessica Radeschnig; [2017]
    Nyckelord :Finite Horizon Stochastic Dynamic Programming; Swedish Pensions; Law of Large Numbers; Spline Interpolation; Dynamic Programming Practical Manual;

    Sammanfattning : This thesis covers a utility optimizing model designed and calibrated for agents of the Swedish economy. The main ingredient providing for this specific country is the modeling of the pension accumulation and pension benefits, which closely mimics the Swedish system. LÄS MER

  3. 2. From Market Efficiency to Event Study Methodology : An Event Study of Earnings Surprises on Nasdaq OMX Stockholm

    Kandidat-uppsats, Mälardalens högskola/Akademin för ekonomi, samhälle och teknik

    Författare :Robin Jonsson; Jessica Radeschnig; [2014]
    Nyckelord :Event Study; Efficient Market Hypothesis; Semi-Strong Market Efficiency; Earnings Surprises Stockholm OMX; Swedish Stock Market; Rank Test;

    Sammanfattning : The analysis of market efficiency helps researchers and investors to better understand the complexities of the financial market. This report tests market efficiency at the semi-strong degree by employing an event study with focus on surprises in quarterly earnings-announcements made by companies that are publicly listed on Nasdaq OMX Stockholm. LÄS MER

  4. 3. Momentum Investment Strategies with Portfolio Optimization : A Study on Nasdaq OMX Stockholm Large Cap

    Kandidat-uppsats, Akademin för utbildning, kultur och kommunikation

    Författare :Robin Jonsson; Jessica Radeschnig; [2014]
    Nyckelord :Finance; Momentum Investments; Portfolio Theory; Portfolio Optimization; Naive Diversification; Asset Allocation; Mean-Variance Efficiency; Sharpe-Ratio Hypothesis Test;

    Sammanfattning : This report covers a study testing the possibility of adding portfolio optimization by mean-variance analysis as a tool to extend the concept of momentum strategies in contrast to naive allocation formed by Jegadeesh & Titman (1993). Further these active investment strategies are compared with a passive benchmark as well as a randomly selected portfolio over the entire study-period. LÄS MER