Sökning: "risk averse"
Visar resultat 21 - 25 av 145 uppsatser innehållade orden risk averse.
21. Investment Decision for a Risk-Averse Investor : A Study of the Nordic Markets
Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/NationalekonomiSammanfattning : This paper investigates the investment decisions for a risk-averse investor. Today’s market offers a variety of different investment options, and it might be hard to filter out the good investments from the bad. This study aims to find the most attractive investments with regards to low volatility. LÄS MER
22. Cryptocurrencies and Market Indices: A Markowitz Portfolio Optimization Problem
Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : This thesis will explore the role of cryptocurrencies in a market index portfolio. The portfolios of a mix of Bitcoin, Ether and the market indices S&P 500, OMXS30 and VTI will be examined and optimized to maximize the Sharpe ratio. LÄS MER
23. Vilka paniksäljer? : En kvantitativ studie om enskilda individers beteende i början av Covid-19
Kandidat-uppsats, Södertörns högskola/FöretagsekonomiSammanfattning : This paper aims to investigate and analyze how different investors, based on gender, age, and personality, acted with their portfolios on January 31, 2020. Financial behavior theory is the main theory to explain the behavior of the general population based on the above-mentioned attributes. LÄS MER
24. Decomposition of ETFs: Building a synthetic portfolio of ETFs major positions
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : This paper investigates the performance of benchmark indices and according ETFs against the synthetic portfolios that were built using the five major holdings of the selected benchmark index and its ETF. Not only do we test the synthetic portfolios, but from them, we make optimal (re-balanced) portfolios using mean-variance optimization (with short-selling constraints). LÄS MER
25. Beta och branscher : En studie om sambandet mellan beta och avkastning inomolika branscher
Kandidat-uppsats, Södertörns högskola/FöretagsekonomiSammanfattning : I denna studie analyserar forskarna det omtalade sambandet inom finansiering mellan riskoch avkastning på den svenska aktiemarknaden. Att investera i aktier är idag närasammankopplat till begreppet risk och för investerare har sambandet mellan risk ochavkastning en mycket viktig innebörd eftersom att man ständigt söker maximal avkastning tillen minimal nivå av risk. LÄS MER