Sökning: "momentum strategies"

Visar resultat 11 - 15 av 102 uppsatser innehållade orden momentum strategies.

  1. 11. Securing Costa Rica’s Sustainable Future: A multi-level perspective analysis of the sustainability transition to operationalise the 3Rs in the plastic waste management system in Costa Rica

    Master-uppsats, Lunds universitet/LUCSUS

    Författare :Maricruz Bravo Gallegos; Stephanie Dowlen; [2022]
    Nyckelord :Circular economy; integrated sustainable waste management; plastic pollution; waste pickers; recycling; recovery; Social Sciences;

    Sammanfattning : Plastic waste and pollution have proliferated globally causing environmental degradation and biodiversity loss. Costa Rica hosts 5-6% of global biodiversity and struggles to balance socio-economic development with environmental protection in the context of plastic waste management. LÄS MER

  3. 12. Volatility-managed portfolios in the international markets

    Master-uppsats, Stockholms universitet/Finansiering

    Författare :Soroush Hasanpour; Emil Adamsson; [2022]
    Nyckelord :Financial Markets; Asset-pricing; asset pricing; Equity; Equity Markets; Volatility; Volatility-management; international markets; Volatility pricing; Pricing anomalies;

    Sammanfattning : Volatility-managed portfolios offer mixed returns in an international setting based on ex-ante information. The results of this paper further strengthen the theory that the variability of excess returns from volatility-management are more dependent on underlying investor strategy rather than differences of global markets. LÄS MER

  4. 13. Evaluation of portfolio optimization methods on decentralized assets and hybridized portfolios

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Reza Salam Dalfi; Noel Mattar; [2022]
    Nyckelord :Traditional assets; DeFi; Cryptocurrencies; CVAR; FLPM; MSV; Portfolio; Optimization; Risk measurements; Traditionella tillgångar; DeFi; Cryptocurrencies; CVAR; FLPM; MSV; Portfölj optimering; Riskmått;

    Sammanfattning : The market for decentralised financial instruments, more commonly known as cryptocurrencies, has gained momentum over the past recent years and the application areas are many. Modern portfolio theory has for years demonstrated its applicability to traditional assets, such as equities and other instruments, but to some extent omitted the application of mathematical portfolio theory with respect for cryptocurrencies. LÄS MER

  5. 14. Residual Momentum and Volatility – Managed Portfolios : A Study on the Swedish Equity Market

    Master-uppsats, KTH/Fastighetsföretagande och finansiella system

    Författare :Erik Huss; Mario Ishak; [2022]
    Nyckelord :Residual Momentum; Volatility Management; Asset Pricing; Volatility Scaling; Momentum; Transaction Costs; Idiosynkratiskt Momentum; Riskstrategier; Tillgångsprissättning; Momentum; Transaktionskostnader;

    Sammanfattning : In this paper, we present empirical results from the Swedish equity market when testingdifferent strategies aiming at enhancing the performance of a momentum strategy, over a timeperiod from 2000 to 2021. Similar to research conducted on other markets, we find theexistence of a momentum premium on the Swedish equity market, but with a return that is fattailed and negatively skewed. LÄS MER

  7. 15. Exploring culture as a driver for urban sustainability

    Magister-uppsats, Malmö universitet/Institutionen för Urbana Studier (US)

    Författare :Annete Priyadarshini; Irene Riquelme Fernández; Nicole Macharová; [2022]
    Nyckelord :cultural governance; collaborative governance; culture for urban sustainability.;

    Sammanfattning : Many scholars and practitioners consider culture an essential ingredient of sustainability that is often underrepresented in the mainstream discourse on sustainability. However, in the last decade, the idea of culture as an agent of transformation capable of driving urban sustainability has gained momentum. LÄS MER