Sökning: "performance based trading"
Visar resultat 1 - 5 av 116 uppsatser innehållade orden performance based trading.
1. Leveling the Playing Field: Can Private Investors Benefit From Mimicking Insider Trades? A quantitative study of insider trading
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : Historically, investors have been searching for strategies to maximize performance in the stock market. It has been shown that corporate insiders can earn abnormal returns by trading in their own companies as they possess superior information and, to a certain degree, market timing ability. LÄS MER
2. Analyst Recommendations and Stock Returns Evaluating the performance of Nordic markets based on analyst consensus recommendations, and the impact of MiFID II
Kandidat-uppsats,Sammanfattning : This study evaluates the performance of equity analysts who cover publicly traded stocks in the Nordic markets. To assess their performance, we employ a method that involves creating daily rebalanced portfolios based on the consensus recommendation for each covered company over four years. LÄS MER
3. Profitability During a Sustainability Transformation - A Case Study of a Swedish Petroleum and Biofuel Company
Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionenSammanfattning : This report examines the financial profitability of a petroleum and biofuel company during their sustainability transformation. The case company is Preem AB, the largest fuel company in Sweden. The study finds that debt-to-equity ratios tend to increase with investments in more sustainable solutions. LÄS MER
4. Biobased iron pellet production : Assessment of the availability and sustainability of biomass as fuel for iron ore pellet production in LKAB
Master-uppsats, Mittuniversitetet/Institutionen för naturvetenskap, design och hållbar utveckling (2023-)Sammanfattning : Iron production accounts for substantial shares of global coal use and GHG emissions. LKAB is Europe’s largest iron company and Sweden’s fourth-largest emitter of GHGs. To reduce its emissions, LKAB might implement biomass in iron ore pelletisation. LÄS MER
5. Can Machine Be a Good Stock Picker?: Bridging the Gap between Fundamental Data and Machine Learning
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : We investigate the efficacy of historical accounting data and consensus forecasts for relative valuation of stocks, employing tree-based machine learning methods. We run an XGBoost model for monthly cross-sections of financial and pricing data of US equities from 1984 to 2021. LÄS MER