Sökning: "värde och momentum"
Visar resultat 1 - 5 av 22 uppsatser innehållade orden värde och momentum.
1. Predicting Equity Fund Returns: The Impact of the Momentum-Factor on Performance
Kandidat-uppsats, KTH/Matematisk statistikSammanfattning : Momentum has been a persistent and robust factor in explaining excess future returns, generating great interest from investors and financial analysts. Following the financial crisis of 2008 and the Covid-19 pandemic, there have been instances of significant momentum crashes. LÄS MER
2. Exploring the Issues with ESG assessments in Investment Decision-Making : Insights from the Swedish Fund Market
Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)Sammanfattning : Sustainable investing has seen a significant increase in the past years and is continuing to gain momentum with the constant rise of awareness and concern of the climate crisis. It is necessary for modern mutual fund companies to conduct ESG assessments as it provides a comprehensive understanding of a firm's sustainability performance, and identifies potential risks and opportunities which lay ground for investment decisions. LÄS MER
3. From short-term profits to long-term value: Incorporating ESG in private equity : A qualitative analysis of ESG implementation into the investment process of Nordic private equity firms
Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)Sammanfattning : The concept Enviromental, Social and Governance (ESG) has become an issue of growing importance and relevance, with sustainability-related investments soaring in the recent decade. In Sweden, private equity represents a large portion of the capital markets. As a result, private equity is an intriguing case study in developing ESG investments. LÄS MER
4. Aktieomsättningens påverkan på avkastningen
Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : Studien undersöker om det finns ett samband mellan avkastning och omsättningshastighet på aktiemarknaden Stockholm Stock Exchange. Detta görs genom att först undersöka hur omsättningshastigheten har förändrats över tid i Sverige mellan åren 1983–2019. LÄS MER
5. Evaluation of portfolio optimization methods on decentralized assets and hybridized portfolios
Master-uppsats, KTH/Matematik (Avd.)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