Sökning: "risk-adjusted net asset value"
Visar resultat 1 - 5 av 9 uppsatser innehållade orden risk-adjusted net asset value.
1. Portföljförvaltarens kamp mot index : En kvantitativ studie om riskjusterad avkastningpå den svenska aktiemarknaden
Kandidat-uppsats, Södertörns högskola/Institutionen för samhällsvetenskaperSammanfattning : Titel: Portföljförvaltarens kamp mot index Syftet: Syftet med denna studie är att beskriva och analysera aktiv fondförvaltning genomriskjusterad avkastning. Metod: En kvantitativ studie har genomförts för att uppfylla syftet och besvara studiensfrågeställning för undersökningsperioden 2018–2022. LÄS MER
2. Fundamental Indexation Smart Beta Strategy on the Swedish Market- Enhancing risk-adjusted performance with Fundamental Indexation
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : Smart Beta strategies’ ability to combine the benefits of active- and passive investing has caught the attention of the Asset Management industry – propelling a surge in new Smart Beta products. These strategies offer a novel approach to factor investing by not weighting assets according to the typical cap-weighting scheme, instead applying weighting methods such as fundamental indexation, yielding a new dimension to factor-oriented strategies. LÄS MER
3. Performance of Small- and Large-cap stock portfolios- The importance of market anomalies across business cycles
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : This Master´s thesis investigated the importance of the market anomalies size (market capitalization), value (Book-to-Market ratio) and momentum (lagged short-term momentum) for equity returns of small- and large-cap composite stock portfolios. The study focused on two contrasting stock markets (NASDAQ OMX and NYSE) across domestic business cycles over the time-period 2006 to 2021. LÄS MER
4. Hållbara fonders avkastning : En kvantitativ studie om en jämförelse av riskjusterad avkastning för svenska fonder baserat på ESG-score
Magister-uppsats, Linköpings universitet/Institutionen för ekonomisk och industriell utveckling; Linköpings universitet/Filosofiska fakultetenSammanfattning : Background: The Swedish fund savings have developed strongly over the past two decades. Together with this development, the knowledge that the earth's population is facing an extensive climate challenge has also increased. LÄS MER
5. “Smart Money” in a bear market? : Swedish active equity mutual funds’ ability to add value towards investors in the bear market Q1 2020
Kandidat-uppsats, Stockholms universitet/Företagsekonomiska institutionenSammanfattning : It is well-established by an abundance of previous empirical work presenting evidence that the average active equity mutual fund manager underperforms their benchmark net of expenses persistently over longer time-horizons. Active fund managers have the possibility to invest smart by forecasting the market and change their exposure to the market in regard of macroeconomic events to protect their portfolios violating the theory of an efficient market. LÄS MER