Sökning: "risk-return tradeoff"

Hittade 3 uppsatser innehållade orden risk-return tradeoff.

  1. 1. Is the Risk-Return Tradeoff Hypothesis valid: Should an Investor hold Growth Stocks rather than Value Stocks?

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

    Författare :Josefine Krantz; [2014-09-10]
    Nyckelord :CAPM; risk-return tradeoff; OMXSPI; beta; efficient markets; index;

    Sammanfattning : This paper will examine if smaller companies outperform large ones in the backwashes of the crisis, i.e. if growth stocks are better off than value stocks when investing. I will investigate how well the three largest companies from Nasdaq OMX’s small cap, mid cap and large cap managed to perform compared to the market index OMXSPI. LÄS MER

  3. 2. The Risk-Return Tradeoff in a Hedged, Client Driven Trading Portfolio

    Master-uppsats, KTH/Industriell ekonomi och organisation (Inst.)

    Författare :Anders Bergvall; [2013]
    Nyckelord :DiVA; published; student thesis; Client driven trading; Risk-Return tradeoff; Delta-gamma Value-at-Risk; IMA; Backtesting;

    Sammanfattning : In post-financial crisis times, new legislation in combination with banks’ changed risk aversion has to a great extent changed the proprietary trading to client driven trading, i.e. market making or client facilitation. LÄS MER

  4. 3. An empirical study of the relationship between working capital policies and stock performance in Sweden

    Uppsats för yrkesexamina på avancerad nivå, Företagsekonomi

    Författare :Erik Bratland; Johannes Hornbrinck; [2013]
    Nyckelord :Working capital policies; Stock performance; Sweden;

    Sammanfattning : The purpose of this study was to investigate what impact the working capital policies have on the stock performance on the Swedish stock market during the years 2009-2012. Furthermore, the study explores if the firm size or industry of the firms have any impact on the working capital policy and if the theory of risk/return tradeoff indicating that an aggressive policy should generate a higher risk premium holds. LÄS MER