Sökning: "reweighted portfolios"

Hittade 2 uppsatser innehållade orden reweighted portfolios.

1. 1. The Impact of ESG-Scores on Portfolio Performance - A quantitative study on sustainable investments.

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Max Ehrnström; Yacob Nehmé; [2023-06-29]
   Nyckelord :ESG investing; Abnormal returns; Sustainable investing and Financial performance;

   Sammanfattning : This report examines the relationship between ESG-scores and portfolio returns using the Fama-French five-factor and Carhart four-factor models. The data is collected from Refinitiv (2023) between 2003 and 2021 and consists of firms listed on the NYSE and NASDAQ stock exchange. LÄS MER

3. 2. The Dividend Effect - A Study of the OMXS30

   Kandidat-uppsats, Lunds universitet/Företagsekonomiska institutionen

   Författare :Philip Örn; Edvard Hall; Magnus Andersson; [2010]
   Nyckelord :Dividend yield; OMXS30; value investing; reweighted portfolios; Management of enterprises; Företagsledning; management; Business and Economics;

   Sammanfattning : The purpose is to investigate whether there are differences in returns on stocks having a high or low dividend yield, respectively. The object of the study is the OMXS30 index and the time period spans from October 1986 to April 2010. If there is a statistically significant correlation, we intend to examine potential explanations for this. LÄS MER