Sökning: "portfolio construction"

Visar resultat 1 - 5 av 95 uppsatser innehållade orden portfolio construction.

  1. 1. Analyst Recommendations and Stock Returns Evaluating the performance of Nordic markets based on analyst consensus recommendations, and the impact of MiFID II

    Kandidat-uppsats,

    Författare :Carl Wallquist; Endrit Zymeri; [2023-07-03]
    Nyckelord :Stock recommendations; analyst performance; portfolio construction; rebalancing; regulation MiFID II; trading strategies;

    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. 2. Digital projektportföljstyrning som ledningssystem för beställare i byggbranschen : Utmaningar, användning och möjliga förbättringar

    Uppsats för yrkesexamina på avancerad nivå, Luleå tekniska universitet/Institutionen för samhällsbyggnad och naturresurser

    Författare :Anna Bergman; Ali Kadhim; [2023]
    Nyckelord :Projektportföljstyrning; Ledningssystem; Beställare;

    Sammanfattning : Detta examensarbete undersöker användningen av projektportföljstyrning (PPM) som ett ledningssystem för beställare inom byggbranschen. Utmaningarna inom branschen, såsomeffektivitet, hållbarhet, informationsutbyte och standardisering, diskuteras i ljuset av hur PPM kanbidra till att möta dessa utmaningar. LÄS MER

  4. 3. The Challenges of Sustainable Investing

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Herman Rönnberg; Filip Björkholm; [2023]
    Nyckelord :ESG; sin stocks; Sustainable investing; Russell 3000; Portfolio Construction; Business and Economics;

    Sammanfattning : Over the past decades, investment preferences towards portfolio construction have changed from focusing solely on profit maximization, into a combination of good financial perfor- mance as well as a responsible sustainability outcome. The purpose of this paper is three- fold: first, to investigate whether a sustainable portfolio based on a high environmental, social and governance (ESG) score contributes to positive returns or affects financial per- formance negatively. LÄS MER

  5. 4. The Power of the Tides : A Quantitative Study Investigating the Momentum Strategy with 30 Industries

    Kandidat-uppsats, Jönköping University/IHH, Företagsekonomi

    Författare :Oscar Estéen; Jonathan Landahl; Hugo Karlsson; [2023]
    Nyckelord :Momentum strategy; industry momentum; risk management; market anomalies; momentum investing; portfolio management;

    Sammanfattning : Background: Buying past winners and selling past losers has historically generated both profits and losses. The momentum strategy has been researched with risk measures and portfolio creation as fundamental components. LÄS MER

  7. 5. Sustainable investing in the Nordics : A comparative analysis of ESG portfolios

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Företagsekonomi

    Författare :Linus Gustavsson; Marcus Andersson; [2023]
    Nyckelord :ESG rating; ESG investing; Factor investing; Nordic ESG financial performance; sustainable finance;

    Sammanfattning : Sustainability has become a pressing global issue due to environmental and social challenges caused by human activity which has led to a rise in sustainable investing, including ESG investing. Research on financial performance and sustainable investing have not only showed mixed results, but they are also generally conducted in greater markets such as the US, Europe, and Asia-pacific markets. LÄS MER