Essays about: "Risk-adjusted return"

Showing result 16 - 20 of 171 essays containing the words Risk-adjusted return.

1. 16. Value creation in sponsored and non-sponsored spin-offs

   University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

   Author : André Sjögren; [2022]
   Keywords : Spin-offs; Ownership; Sponsors; Excess Returns; CAPM;

   Abstract : I examine whether spin-offs create value and if there is a difference between sponsored and non-sponsored firms by examining announcement-day share price performance, long-term share price performance, and long-term change in operational performance. The measures used were calculated on an unadjusted basis, in line with prior research, and on a risk-adjusted basis, using the Capital Asset Pricing Model. READ MORE

3. 17. ESG scores´ effect on investment strategies : How does Dogs of Dow and The Magic Formula´s performance get effected when weighted according to their ESG score? 

   University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

   Author : Oscar Johnsson; Elias Henriksson; [2022]
   Keywords : Dogs of Dow; the Magic Formula; ESG score; Investment strategy; Asset Allocation; Socially responsible investing; Stockholm large cap; CAPM; Stock market;

   Abstract : This thesis investigates the two investment strategies Dogs of Dow and The Magic Formula. We test how the strategies perform when getting weighted to ESG scores and also if they outperform OMXSPI during the years 2012-2022. READ MORE

4. 18. Real Estate Tokenization : Structure, Performance and Liquidity Implications

   University essay from KTH/Fastigheter och byggande

   Author : Felix Kull; Theodor Naumann; [2022]
   Keywords : Blockchain; Real Estate; Real Estate Token; Tokenization; Liquidity; Blockchain; Fastigheter; Fastighetstoken; Tokenisering; Likviditet;

   Abstract : This thesis incorporates a quantitative and qualitative approach to studying real estate tokenization. Real estate tokens are a rapidly-growing investment product with a foundation in blockchain technology. READ MORE

5. 19. Active versus Passive fund performance : A quantitative study in risk-adjusted return between actively and passively managed equity funds from 2010 until 2021 including the COVID-19 pandemic

   University essay from Jönköping University/IHH, Nationalekonomi

   Author : Albert Karlsson; Samuel Krantz; [2022]
   Keywords : ;

   Abstract : The following paper is a quantitative study that examine whether actively managed equity funds have a higher risk-adjusted return than index funds. The study uses the performance measurement Sharpe ratio to determine the risk-adjusted return for the funds. The time-period of the examination was between January 2010 until December 2021. READ MORE

6. 20. Evaluation of portfolio optimization methods on decentralized assets and hybridized portfolios

   University essay from KTH/Matematik (Avd.)

   Author : Reza Salam Dalfi; Noel Mattar; [2022]
   Keywords : Traditional assets; DeFi; Cryptocurrencies; CVAR; FLPM; MSV; Portfolio; Optimization; Risk measurements; Traditionella tillgångar; DeFi; Cryptocurrencies; CVAR; FLPM; MSV; Portfölj optimering; Riskmått;

   Abstract : 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. READ MORE