Sökning: "portfolio selection"

Visar resultat 16 - 20 av 163 uppsatser innehållade orden portfolio selection.

  1. 16. Värderingsmetodernas relevans i omstruktureringen mot hållbarhet på den svenska fondmarknaden

    Kandidat-uppsats,

    Författare :Isabella Bogavac; Filip Sollander; [2022-07-11]
    Nyckelord :Financial Methods of Anlaysis; Investment Decision; Swedish Funds; Profitability; Sustainability; ESG; SFDR;

    Sammanfattning : The relevance of valuation methods in the restructuring towards sustainability in the Swedish equity fund market. What analysis methods do Swedish fund managers use and what influences their investment decisions when sustainability is brought into focus? Previous research shows that profitability has been the most driving factor influencing investment decisions, but that aspects related to sustainability such as the environment have become increasingly more important. LÄS MER

  3. 17. Making Use of the Factor Zoo: An unpretentious attempt to predict asset returns using machine learning methods.

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Line Clausen; Jesper Strömberg; [2022-02-15]
    Nyckelord :;

    Sammanfattning : Factor modeling with the purpose of estimating assets returns is a dynamic and ever changing subject within finance. Recent literature has presented over 300 different fac-tors that seem to have significance in predicting asset returns. This new phenomenon in factor modeling has been dubbed ”The Factor Zoo”. LÄS MER

  4. 18. CAPM Beta and Geopolitical Risk

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Filip Ternemo; [2022]
    Nyckelord :Black Swan Investing; CAPM Beta; Excess Returns; Geopolitical Risk; Mean Reversion.; Business and Economics;

    Sammanfattning : Recent years, geopolitical risks have dominated the news feed for the financial markets. There have historically been some geopolitical events that have resulted in major declines in the stock market and such a market day can be classified as a geopolitical Black Swan. LÄS MER

  5. 19. ESG Portfolios in Different Markets - Investigating the Relationship Between ESG Performance and Financial Performance

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Ludwig Wolff; [2022]
    Nyckelord :ESG Portfolios; Abnormal Returns; Carhart Four-Factor Model; U.S; Europe; Emerging markets; Business and Economics;

    Sammanfattning : By applying one of the largest datasets on ESG ratings to date with around 8000 companies included during the sample period between 2006-2021. This paper investigates the increasingly popular link between firms’ social and financial performance and the potential abnormal returns to be found using ESG investment strategies. LÄS MER

  7. 20. Optimised ESG portfolios. Does sustainability sacrifice profit?

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Eric Hellstedt; [2022]
    Nyckelord :ESG; Sustainable investment; portfolio selection; portfolio optimisation; Sharpe ratio; Business and Economics;

    Sammanfattning : The purpose of this thesis is to investigate the relationship between ESG and portfolio investment. More specifically, we investigate if sustainable portfolios that focus on good ESG performance requires sacrificing profit or if it is possible to maintain a sustainable portfolio with a high financial gain. LÄS MER