Sökning: "portfolio"

Visar resultat 1 - 5 av 1442 uppsatser innehållade ordet portfolio.

  1. 1. The Effect of ESG on a Global Fund Market - Integrating Environmental, Social and Governance (ESG) in the investment strategy: A Global Market Research

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

    Författare :Hanna Björkman; Michael Erlandsson; [2019-07-12]
    Nyckelord :ESG; global funds; environmental responsibility; social responsibility; corporate governance; responsible investments; impact investments; Morningstar;

    Sammanfattning : This paper investigates the different performances of global funds when implementing an ESG-strategy during the period 2013 to 2018. Using the from Morningstar Direct, consisting of return, Morningstar Sustainability Rating, Morningstar Portfolio Sustainability Score, Portfolio Controversy level and Environmental-, Social-, and Governance- Score, we conduct the regression analysis using the Fama French Carhart model. LÄS MER

  2. 2. Capturing Supplier Innovation - Single Case Study of how Kongsberg Automotive can Facilitate Supplier Innovations

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Rasmus Tyft; [2019-07-09]
    Nyckelord :Innovation; Supplier Innovation; New product development; Early Supplier Involvement;

    Sammanfattning : MSc In Innovation and Industrial Management & MiM in Innovation and Entrepreneurship.... LÄS MER

  3. 3. Skillnader mellan kvinnors och mäns riskaversion samt dess påverkan på riskjusterad avkastning - En studie utförd på Avanzas kunder

    Kandidat-uppsats,

    Författare :Elinor Hallkvist; Oliva Larsson; [2019-07-09]
    Nyckelord :Risk Aversion; Risk-adjusted Return; Beta; Diversification; Fama and French three-factor Model; Carhart four-factor model;

    Sammanfattning : The purpose of this thesis is to study if there are differences in terms of risk and risk adjusted-return on two fictitious portfolios constructed for female and male investors. The thesis investigates the Swedish market during the period 2018-04-08 to 2019-04-08. LÄS MER

  4. 4. Modeling the evolution of market uncertainty- Hedge Fund returns and Volatility of Aggregate Volatility within a dynamic perspective

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Annalisa Caros; [2019-07-02]
    Nyckelord :;

    Sammanfattning : MSc in Finance.... LÄS MER

  5. 5. ENHANCING MOMENTUM PROFITS THROUGH VOLATILITY TIMING AND COST MITIGATION TECHNIQUES

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Nguyen Cao; Natalia Vdovina; [2019-07-02]
    Nyckelord :momentum; momentum strategy; momentum crash; volatility; transaction costs; turnover; return; volatility adjusted momentum; volatility timing;

    Sammanfattning : MSc in Finance.... LÄS MER