Sökning: "return volatility"

Visar resultat 16 - 20 av 305 uppsatser innehållade orden return volatility.

  1. 16. En jämförelse av den riskjusterade avkastningen mellan aktiemarknaden och bostadsrättsinvesteringar.

    Magister-uppsats, Linnéuniversitetet/Institutionen för management (MAN)

    Författare :Theo Kroon; Rasmus Rolfmark; [2023]
    Nyckelord :OMXSPI; Stock Market; Condominium market; Risk; Sharpe ratio; Pearson correlation; CAPM; Diversification; Volatility; OMXSPI; Aktiemarknaden; Bostadsrättsmarknaden; Risk; Sharpekvoten; Pearson korrelation; CAPM; Diversifiering; Volatilitet;

    Sammanfattning : This is a study where the purpose is to investigate the risk-adjusted return and the correlation between the two investments, the stock market and the condominium market. In addition to this, it was analyzed how the two investments performed during the financial crisis and the covid-19 crisis. LÄS MER

  3. 17. Mimicking Claimed Alpha Generating Strategies

    Master-uppsats, Linköpings universitet/Produktionsekonomi

    Författare :Patric Torén; [2023]
    Nyckelord :Momentum Strategy Mark Minervini Volume Excess return Nordic Market;

    Sammanfattning : This research paper focuses on the implementation and evaluation of Minervini's momentum analysis techniques in an algorithmic approach. The study aimed to assess the limitations and challenges associated with executing Minervini's strategy in an algorithmic trading system. LÄS MER

  4. 18. Bitcoin - is it worth our dime? Bitcoin's effect on portfolio returns and its properties in a Swedish setting.

    Kandidat-uppsats,

    Författare :Max Bernhardtz; Joakim Eriksson; [2022-07-04]
    Nyckelord :;

    Sammanfattning : Bitcoin made its way into the consciousness of investors and the general public around 2015. Growing in popularity from there and inspiring the creation of many other crypto currencies along the way, it has been subject to several hypes and sharp declines since. LÄS MER

  5. 19. The Low Volatility Anomaly in Sweden and its Presence During the Covid-19 Pandemic

    Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

    Författare :Felicia Ekener; Albin Friedrichsen; [2022-06-30]
    Nyckelord :Risk; Low volatility anomaly; Covid-19; Capital Asset Pricing Model.;

    Sammanfattning : Investing in the stock market has interested people for a long time as the hope to generate high returns has been an incentive to risk one’s money. From this argumentation has a general relationship between risk-and-return been created. LÄS MER

  7. 20. The Relationship Between Idiosyncratic Volatility and Portfolio Return within Swedish Stock Markets.

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Christian Gray; Ricardo Sousa; [2022-06-29]
    Nyckelord :;

    Sammanfattning : Main results suggest there is a statistically and economically significant positive relationship between idiosyncratic volatility and portfolio return within the Swedish stock markets. This relationship is detected despite the low idiosyncratic volatility climate of Sweden. LÄS MER