Essays about: "Equally weighting"

Showing result 1 - 5 of 17 essays containing the words Equally weighting.

  1. 1. Analyst Recommendations and Stock Returns Evaluating the performance of Nordic markets based on analyst consensus recommendations, and the impact of MiFID II

    University essay from

    Author : Carl Wallquist; Endrit Zymeri; [2023-07-03]
    Keywords : Stock recommendations; analyst performance; portfolio construction; rebalancing; regulation MiFID II; trading strategies;

    Abstract : This study evaluates the performance of equity analysts who cover publicly traded stocks in the Nordic markets. To assess their performance, we employ a method that involves creating daily rebalanced portfolios based on the consensus recommendation for each covered company over four years. READ MORE

  3. 2. A Quantitative Framework for Constructing a Multi-Asset CTA with a Momentum-Based Approach

    University essay from Uppsala universitet/Datalogi

    Author : Rebecca Fällström; [2023]
    Keywords : Commodity trading advisors; CTA; trend-following; momentum strategies; risk parity; equally weighted; Markowitz weights; optimization;

    Abstract : Commodity Trading Advisors (CTAs) have gained popularity due to their abilities to generate an absolute return strategy. Little is known about how CTAs work and what variables are important to tune in order to create a profitable strategy. READ MORE

  4. 3. Topical Classification of Images in Wikipedia : Development of topical classification models followed by a study of the visual content of Wikipedia

    University essay from Linköpings universitet/Datorseende

    Author : Matheus Vieira Bernat; [2023]
    Keywords : Wikipedia; Multilabel classification; Deep learning;

    Abstract : With over 53 million articles and 11 million images, Wikipedia is the greatest encyclopedia in history. The number of users is equally significant, with daily views surpassing 1 billion. Such an enormous system needs automation of tasks to make it possible for the volunteers to maintain. READ MORE

  5. 4. ESG Portfolios in Different Markets - Investigating the Relationship Between ESG Performance and Financial Performance

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Ludwig Wolff; [2022]
    Keywords : ESG Portfolios; Abnormal Returns; Carhart Four-Factor Model; U.S; Europe; Emerging markets; Business and Economics;

    Abstract : By applying one of the largest datasets on ESG ratings to date with around 8000 companies included during the sample period between 2006-2021. This paper investigates the increasingly popular link between firms’ social and financial performance and the potential abnormal returns to be found using ESG investment strategies. READ MORE

  6. 5. Optimizing Weighting Factors for Multiple Window Spectrum Estimates

    University essay from Lunds universitet/Matematisk statistik

    Author : Marlon Almström; [2021]
    Keywords : Mathematics and Statistics;

    Abstract : Spectral estimation can be done using different techniques, where averaging the periodogram using multiple windows is one of the techniques. When using multiple windows, the spectral estimate is commonly obtained by having the windows for the subspectra equally weighted. READ MORE