Sökning: "standardavvikelse aktier"

Visar resultat 1 - 5 av 11 uppsatser innehållade orden standardavvikelse aktier.

  1. 1. Evaluation of portfolio optimization methods on decentralized assets and hybridized portfolios

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Reza Salam Dalfi; Noel Mattar; [2022]
    Nyckelord :Traditional assets; DeFi; Cryptocurrencies; CVAR; FLPM; MSV; Portfolio; Optimization; Risk measurements; Traditionella tillgångar; DeFi; Cryptocurrencies; CVAR; FLPM; MSV; Portfölj optimering; Riskmått;

    Sammanfattning : The market for decentralised financial instruments, more commonly known as cryptocurrencies, has gained momentum over the past recent years and the application areas are many. Modern portfolio theory has for years demonstrated its applicability to traditional assets, such as equities and other instruments, but to some extent omitted the application of mathematical portfolio theory with respect for cryptocurrencies. LÄS MER

  3. 2. 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

  4. 3. Diversification Attributes of Dutch REITs During Recessions:Return, Standard Deviation and Liquidity Characteristics

    Master-uppsats, KTH/Fastigheter och byggande

    Författare :Tom Bergstrom; Patrik Carlsson; [2020]
    Nyckelord :REITs; Netherlands; Real Estate; Mixed-Asset Portfolio; Liquidity; Performance; Diversification; REITs; Nederländerna; Fastigheter; Investeringsportfölj; Likviditet; Diversifikation;

    Sammanfattning : The objective of this thesis is to determine the performance of Dutch REITs and liquidity aspects during recessions and economic upswings as well as correlation with other asset classes to gain further knowledge in the field ofreal estate investment and asset performance during certain time periods. This is achieved through a quantitative analysis of historical daily returns, standard deviation and transaction volume of shares regarding REITs and other assets that usually pertain to an investor’s portfolio. LÄS MER

  5. 4. Beating the MSCI USA Index by Using Other Weighting Techniques

    Master-uppsats, KTH/Matematisk statistik

    Författare :Trotte Boman; Samuel Jangenstål; [2017]
    Nyckelord :;

    Sammanfattning : In this thesis various portfolio weighting strategies are tested. Their performance is determined by their average annual return, Sharpe ratio, tracking error, information ratio and annual standard deviation. LÄS MER

  7. 5. Underprissättning vid börsintroduktion : Branschrisk som indikator för grad av underprissättning vid börsintroduktion

    Kandidat-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :Jonas Allebeck; Anna Bengtsson; [2015]
    Nyckelord :Börsintroduktion; underprissättning; aktie; risk; bransch;

    Sammanfattning : Generellt underprissätts aktier vid börsintroduktioner och stiger i värde under första handelsdagen. Aktier underprissätts olika mycket vilket enligt forskning beror på osäkerheten kring det utfärdande bolaget, det vill säga hur riskfylld aktien förväntas bli. LÄS MER