Sökning: "performance fonder"

Visar resultat 1 - 5 av 83 uppsatser innehållade orden performance fonder.

  1. 1. Framtidens investeringar Presterar fondrobotar bättre än konventionella fonder och marknadsindex?

    Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

    Författare :Albin Axelsson; Johan Andersson; [2024-03-06]
    Nyckelord :Robo-advisor; returns; risk level; conventional funds; market index; financial metrics.;

    Sammanfattning : The introduction of the study begins by describing robo-advisors and their progression in the market, where several investors are starting to utilize robo-advisors. The rapid development of robo-advisors challenges traditional investment alternatives, thereby adding an additional dimension of choices for investors. LÄS MER

  3. 2. Risk Management and Sustainability - A Study of Risk and Return in Portfolios With Different Levels of Sustainability

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Magnus Borg; Lucas Ternqvist; [2023]
    Nyckelord :ESG; Value-at-Risk VaR ; Expected Shortfall ES ; Risk Management; Financial Risk; Financial Mathematics; Sustainability; Portfolio Management; Capital Asset Pricing Model CAPM ; Hållbarhet; Value-at-Risk VaR ; Expected Shortfall ES ; Riskhantering; Finansiell Risk; Finansiell Matematik; Portföljkonstruktion;

    Sammanfattning : This thesis examines the risk profile of Electronically Traded Funds and the dependence of the ESG rating on risk. 527 ETFs with exposure globally were analyzed. Risk measures considered were Value-at-Risk and Expected Shortfall, while some other metrics of risk was used, such as the volatility, maximum drawdown, tail dependece, and copulas. LÄS MER

  4. 3. Svenska småbolagsfonders prestation i förhållande till OMXSGI

    Kandidat-uppsats, Högskolan i Gävle/Företagsekonomi

    Författare :Pontus Fogelberg; [2023]
    Nyckelord :small cap funds; OMXSGI; return; efficient market hypothesis; size effect; småbolagsfonder; OMXSGI; avkastning; effektiva marknadshypotesen; småbolagseffekt;

    Sammanfattning : Titel: Svenska småbolagsfonders prestation i förhållande till OMXSGI   Nivå: Examensarbete på grundnivå (kandidatexamen) i ämnet företagsekonomi     Författare: Pontus Fogelberg   Handledare: Alice Schmuck   Datum: 2023 – januari   Syfte: Svenska aktiemarknaden är sällsynt som studieobjekt. Då andra marknader skiljer sig från den svenska behöver den granskas ytterligare för att investerare ska ha goda förutsättningar. LÄS MER

  5. 4. An Artificial Neural Network Approach to Algorithmic Trading

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Timmie Bengtsson; [2023]
    Nyckelord :Financial Markets; Machine Learning; Long Short-Term Memory; Gated Recurrent Unit; Recurrent Neural Networks; Time Series Analysis; Algorithmic Trading; Mathematics and Statistics;

    Sammanfattning : The field of machine learning has advanced significantly in recent decades, and, at the same time, computational power has improved to the point where training large machine learning models, such as artificial neural networks, is now accessible. Consequently, there has been a rise in the use of these models within the financial sector, with some firms leveraging them to assist with investment decisions. LÄS MER

  7. 5. Profit eller principer : En empirisk studie där avkastning mellan konventionella och etiska fonder beskrivs

    Kandidat-uppsats, Södertörns högskola/Institutionen för samhällsvetenskaper

    Författare :Hannah Forsman; Filippa Grönberg; [2023]
    Nyckelord :Conventional funds; ethical funds; SRI; ethical investments; ESG; Konventionellafonder; etiska fonder; SRI; etiska investeringar; ESG;

    Sammanfattning : An increase in globalization has led to a growing awareness of climate change, ethical values, and sustainable development. The fund industry has become more socially responsible, with fund managers developing new strategies to generate high returns and meet specific customer preferences. LÄS MER