Sökning: "sin stock portfolio"

Visar resultat 1 - 5 av 24 uppsatser innehållade orden sin stock portfolio.

  1. 1. Scenario Generation for Stress Testing Using Generative Adversarial Networks : Deep Learning Approach to Generate Extreme but Plausible Scenarios

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :Jonas Gustafsson; Conrad Jonsson; [2023]
    Nyckelord :Machine Learning; Generative Adversarial Network GAN ; Wasserstein Generative Adversarial Network WGAN ; Scenario Generation; Stress Testing; Central Counterparty Clearing;

    Sammanfattning : Central Clearing Counterparties play a crucial role in financial markets, requiring robust risk management practices to ensure operational stability. A growing emphasis on risk analysis and stress testing from regulators has led to the need for sophisticated tools that can model extreme but plausible market scenarios. LÄS MER

  3. 2. By Vice or Virtue: Does it Pay Off to Sin During Market Downturns?

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :William Sandell; Albin Lindgren; [2021]
    Nyckelord :Sin stocks; Socially responsible investing; Recession resistance; Alpha; Beta; Business and Economics;

    Sammanfattning : This paper investigates sin stock characteristics through relative return performance compared to the global market index MSCI World, defining stock defensiveness towards market movements (i.e. recession resistance) and abnormal amounts of excess returns. LÄS MER

  4. 3. How Many Stocks Should You Buy? A Simulation Study on Portfolio Diversification for the Swedish Stock Market

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Antonio Prgomet; [2021]
    Nyckelord :Portfolio Diversication; Modern Portfolio Theory; Quantitative Finance; Return Distributions; Shortfall Risk; Stochastic Dominance; Simulation Study.; Mathematics and Statistics;

    Sammanfattning : For every stock investor, the question of how many stocks to buy is fundamental. The recommendations from the literature is wide and ranges from 10 to over 300. As a contrast, 41.79% of Swedish shareholders held only one stock in year 2020. LÄS MER

  5. 4. Cross-industry Exploration of Product Repair Applications enabled by Additive Manufacturing

    Master-uppsats, KTH/Industriell produktion

    Författare :Nico Florian Albrecht; [2021]
    Nyckelord :;

    Sammanfattning : Repair activities could benefit from Additive Manufacturing (AM) technology as a result of the politically planned, continuous implementation of circular economy into European industry. AM provides novel opportunities with regard to design-optimized, tailored, and demand-specific, small batch size production. LÄS MER

  7. 5. Avkastning till vilket pris som helst? : En kvantitativ studie om portföljval ur ett oetiskt perspektiv

    Kandidat-uppsats, Södertörns högskola/Företagsekonomi

    Författare :Jamie Kapell; Alfred Lundholm; [2021]
    Nyckelord :Sin stocks; Nasdaq Stockholm; Risk; Portfolio Theory; Unethical investing; Oetiska företag; Nasdaq Stockholm; Risk; Portföljteori; Oetisk investering;

    Sammanfattning : Purpose: The purpose of this thesis is to analyze how different portfolio compositions on the Stockholm Stock Exchange perform in relation to its risk between the years 2008-2020. The thesis analyzes how an unethical portfolio performs in comparison with a value portfolio, growth portfolio, random portfolio and OMX30 index. LÄS MER