Essays about: "Investment Styles"

Showing result 1 - 5 of 15 essays containing the words Investment Styles.

1. 1. Beyond Profits: Exploring the Investment Styles and Risk-Adjusted Returns of ESG-Driven Portfolios

   University essay from

   Author : Alexander Olsson; Jonathan Taimory; [2023-07-06]
   Keywords : Risk-adjusted Returns; Investment Styles; Environmental; Social and Governance ESG ;

   Abstract : This study uses daily data to examine how different ESG implementations affect performance and portfolio characteristics. With a non-homogenous view of how ESG investing is defined, ten different value-weighted portfolios are constructed. The geographical focus is the US market, with the S&P 500 total return index (SPXTR) as the screening universe. READ MORE

3. 2. Gender diversity and innovation in technology and manufacturing companies

   University essay from Blekinge Tekniska Högskola/Institutionen för industriell ekonomi

   Author : Manousos Kokkinakis; Xin Li; [2022]
   Keywords : Innovation; Gender Diversity; Technology Manufacturing firms; Logistic Regression Analysis.;

   Abstract : In this thesis the relation between gender diversity and innovation in technology and manufacturing companies is explored. Data on firm-level are used from The Enterprise Surveys of the World Bank, which are designed as a panel data survey and comprise a collection of data on 146,000 firms in 143 countries, from years 2006 to 2019. READ MORE

4. 3. Does size have an impact on Nordic Hedge Funds Performance?

   University essay from

   Author : Axel Johansson; Robert Rohlén; [2021-06-30]
   Keywords : Nordic Hedge Fund Returns; Seven Factor Model; Excessive Returns; Risk Adjusted Alpha;

   Abstract : The paper examines the potential relationship between hedge fund’s size of assets under management and performance in the Nordic countries. We employ a modified version of the Fung and Hsieh’s seven-factor model to estimate the different hedge funds risk adjusted alphas, as a proxy for performance. READ MORE

5. 4. The role of leadership in reaching sustainable development goals among start-ups

   University essay from Högskolan i Gävle/Avdelningen för ekonomi

   Author : Elena Zala; [2021]
   Keywords : sustainable innovation; leadership; start-ups; circular economy;

   Abstract : The world is facing a significant depletion of resources. By 2030, our demand will require more than double the resources we are consuming at the moment.  Sustainability is a way of safeguarding that our choices will not negatively impact future generation’s lives due to inadequate resource management. READ MORE

6. 5. Performance Evaluation of European Green Mutual Funds - Is There an Economic Trade-Off?

   University essay from

   Author : Emil Andreasson; Mats Kronborg; [2017-06-27]
   Keywords : Green Funds; Conventional Funds; Performance Evaluation; European Focus; Risk-Adjustment Returns; Sharpe Ratio;

   Abstract : In this thesis, we investigate the financial performance of European green and conventional mutual equity funds over the 2007 – 2017 period. We applied the Carhart (1997) four-factor model over three different periods, and find evidence that the risk-adjusted alphas are not statistically different. READ MORE