Essays about: "Risk-adjusted return"

Showing result 6 - 10 of 171 essays containing the words Risk-adjusted return.

1. 6. Comparison of High ESG Portfolio Performance in Germany and Switzerland

   University essay from Göteborgs universitet/Graduate School

   Author : Nino Shakulashvili; Saud Talic; [2023-06-29]
   Keywords : ESG; Portfolio Performance; Fama French; Carhart; Risk Factors; Value; Size; Momentum; Germany; Switzerland;

   Abstract : This study focuses on the relationship between stock return performance and sustainability, the latter taking the form of the Environmental, Social, and Governance (ESG) framework. The paper provides a comparative setting in which stocks of companies headquartered in Germany and Switzerland are examined. READ MORE

3. 7. Unveiling the Relevancy of Momentum Strategies- A study on the Swedish Equity Market

   University essay from Göteborgs universitet/Graduate School

   Author : Oscar Bodin; Pär Börjeson; [2023-06-29]
   Keywords : ;

   Abstract : This study investigates the performance of the traditional return momentum strategy and the residual momentum strategy on the Swedish market over the period 1990 to 2022. The residual momentum strategy show higher risk-adjusted return compared to the traditional return momentum strategy in equally weighted portfolios, and the opposite in value-weighted portfolios. READ MORE

4. 8. Unveiling the Impact of ESG Ratings on Risk-Adjusted Returns : Evidence from European Companies

   University essay from Uppsala universitet/Företagsekonomiska institutionen

   Author : David Melin; Otta Alexander; [2023]
   Keywords : ESG; Sustainability; Risk-adjusted return; Risk factor; Factor model; Portfolio; Europe;

   Abstract : This study uses a sample of 600 companies from Europe to investigate the risk-adjusted returns of four portfolios with high and low ESG ratings between 2011 and 2021. Four asset pricing models and additional measures for risk and return are tested on different portfolio weights. READ MORE

5. 9. Do Stocks Outperform Treasury Bills? Evidence From a Swedish Setting

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Anton Li; Ricky Yu; [2023]
   Keywords : Individual stocks; Treasury bills; Skewness; Buy-and-hold returns; Diversification;

   Abstract : Most Swedish stocks listed since 1983 post lifetime buy-and-hold returns that are less than one-month Swedish Treasury bills. In terms of risk-adjusted returns for the same time horizon, individual Swedish stocks vastly underperform value-weighted benchmarks when measured with a Sharpe ratio. READ MORE

6. 10. Does the Fee Affect the Performance of Real Estate Funds? : An Explanatory Study on the Swedish, Norwegian, Finnish Market

   University essay from Umeå universitet/Företagsekonomi

   Author : Nellie Rönnqvist; Oskar Vigren; [2023]
   Keywords : Mutual funds; Real estate funds; Annual fee; Risk-adjusted return; Real estate market; Investors; Performance; Diversification; Savings; Efficient Market Hypothesis; Relationship; Motive; Sweden; Norway; Finland;

   Abstract : Over the past decades, investing and saving in mutual funds has become a popular alternativefor generating returns. Interest continues to grow and is widespread among different types ofinvestors, ranging from small-scale savers to professional investors, as well as differentgeographic markets. READ MORE