Sökning: "the construct of investment"

Visar resultat 6 - 10 av 96 uppsatser innehållade orden the construct of investment.

  1. 6. Evaluating the Effect of Meta-Labeling on Equity Market Neutral Strategy

    Kandidat-uppsats, Lunds universitet/Statistiska institutionen

    Författare :Niclas Wölner-Hanssen; [2023]
    Nyckelord :Meta-Labeling; Probabilistic Sharpe Ratio; Equity Market Neutral; Mathematics and Statistics;

    Sammanfattning : This thesis aims to construct an Equity Market Neutral (EMN) strategy framework to predict intraday excess returns of stocks within the S&P 500 index by utilizing machine learning techniques proposed by (López de Prado, 2018). The constructed EMN strategies within the framework utilizes techniques such as Stacked Single Feature Importance (SSFI), sample weighting, Probabilistic Sharpe Ratio (PSR), and meta-labeling. LÄS MER

  3. 7. Sustainable investing in the Nordics : A comparative analysis of ESG portfolios

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Företagsekonomi

    Författare :Linus Gustavsson; Marcus Andersson; [2023]
    Nyckelord :ESG rating; ESG investing; Factor investing; Nordic ESG financial performance; sustainable finance;

    Sammanfattning : Sustainability has become a pressing global issue due to environmental and social challenges caused by human activity which has led to a rise in sustainable investing, including ESG investing. Research on financial performance and sustainable investing have not only showed mixed results, but they are also generally conducted in greater markets such as the US, Europe, and Asia-pacific markets. LÄS MER

  4. 8. A Catering Theory of Investment Policies. Do U.S. firms cater to sentiment?

    Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Philip Lindquist; Nicolas Nolén; [2023]
    Nyckelord :“Retail Investor Sentiment”; “FEARS Index”; “Corporate Investment Policies”; “Behavioral Corporate Finance”; “VIX”; Business and Economics;

    Sammanfattning : The purpose is to investigate retail investors’ growing influence in shaping corporate investment policies. It further seeks to understand whether firms cater to retail investor sentiment. We employ a multiple linear regression model of a strongly-balanced panel data set, incorporating fixed effects and clustered standard errors. LÄS MER

  5. 9. An Artificial Neural Network Approach to Algorithmic Trading

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Timmie Bengtsson; [2023]
    Nyckelord :Financial Markets; Machine Learning; Long Short-Term Memory; Gated Recurrent Unit; Recurrent Neural Networks; Time Series Analysis; Algorithmic Trading; Mathematics and Statistics;

    Sammanfattning : The field of machine learning has advanced significantly in recent decades, and, at the same time, computational power has improved to the point where training large machine learning models, such as artificial neural networks, is now accessible. Consequently, there has been a rise in the use of these models within the financial sector, with some firms leveraging them to assist with investment decisions. LÄS MER

  7. 10. The Drivers of Wealth Inequality: The Case of Sweden

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Erik Lindé; Ludvig Ljungberg; [2023]
    Nyckelord :Wealth inequality; Return heterogeneity; Type-dependency;

    Sammanfattning : Wealth inequality is a defining feature of the global economy which gives rise to several societal issues. To investigate the driving factors behind wealth inequality in Sweden, a wealth model from Gabaix et al. (2016) is extended to include type dependency, differences in returns amongst individuals in the population. LÄS MER