Essays about: "Jessica Radeschnig"
Found 3 essays containing the words Jessica Radeschnig.
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1. Heterogeneous Optimality of Lifetime Consumption and Asset Allocation : Growing Old in Sweden
University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikationAbstract : This thesis covers a utility optimizing model designed and calibrated for agents of the Swedish economy. The main ingredient providing for this specific country is the modeling of the pension accumulation and pension benefits, which closely mimics the Swedish system. READ MORE
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2. From Market Efficiency to Event Study Methodology : An Event Study of Earnings Surprises on Nasdaq OMX Stockholm
University essay from Mälardalens högskola/Akademin för ekonomi, samhälle och teknikAbstract : The analysis of market efficiency helps researchers and investors to better understand the complexities of the financial market. This report tests market efficiency at the semi-strong degree by employing an event study with focus on surprises in quarterly earnings-announcements made by companies that are publicly listed on Nasdaq OMX Stockholm. READ MORE
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3. Momentum Investment Strategies with Portfolio Optimization : A Study on Nasdaq OMX Stockholm Large Cap
University essay from Akademin för utbildning, kultur och kommunikationAbstract : This report covers a study testing the possibility of adding portfolio optimization by mean-variance analysis as a tool to extend the concept of momentum strategies in contrast to naive allocation formed by Jegadeesh & Titman (1993). Further these active investment strategies are compared with a passive benchmark as well as a randomly selected portfolio over the entire study-period. READ MORE