Essays about: "RiskAdjusted Performance"

Found 4 essays containing the words RiskAdjusted Performance.

  1. 1. Following the trend? : Using a time series momentum strategy on the Swedish stock market

    University essay from Umeå universitet/Nationalekonomi

    Author : Markus Haglund; [2023]
    Keywords : ;

    Abstract : The momentum strategy can be divided into two different sections where this study has focused on a time series momentum strategy where assets that in the previous period will continue in the same trend the following period. This theory stands in opposition to the efficient market hypothesis which in its weakest market form says that all previous market data is already incorporated in the price the asset is selling for today, and by that, it cannot be used to make abnormal profits. READ MORE

  3. 2. Long-run IPO performance on the Swedish equity market between 2004-2014 - Compared with Private Equity backed IPOs

    University essay from Göteborgs universitet/Graduate School

    Author : Shahin Fathi; Jens Simonsson; [2018-07-04]
    Keywords : IPO; BHAR; CAR; PE; VC; Nasdaq OMX Stockholm; Abnormal return; Value weighting; Equally weighting; Long-run performance;

    Abstract : This paper investigates the long-run underperformance phenomenon of IPOs on the Swedish equity market between 2004-2014, using a sample of 53 IPO companies from Nasdaq OMX Stockholm. Also, the long-run performance of all IPOs during this time-period is compared with private equity backed IPOs separately. READ MORE

  4. 3. A Neural Networks Approach to Portfolio Choice

    University essay from KTH/Matematisk statistik

    Author : Younes Djehiche; [2018]
    Keywords : ;

    Abstract : This study investigates a neural networks approach to portfolio choice. Linear regression models are extensively used for prediction. With the return as the output variable, one can come to understand its relation to the explanatory variables the linear regression is built upon. READ MORE

  5. 4. How does the Gender Composition of Corporate Boards affect the Risk-Adjusted Performance of Large Swedish Firms?

    University essay from Göteborgs universitet/Graduate School

    Author : Carl Johan Svensson; [2016-10-07]
    Keywords : Gender; Board of Directors; RiskAdjusted Performance; Corporate Governance;

    Abstract : This master thesis examines the effects of the gender composition of the board of directors of companies within the Swedish OMX Large Cap index, on riskadjusted and unadjusted performance measures. Furthermore, the relationship between the gender composition and the level of systematic risk is analysed, crystallized in terms of the firm beta values. READ MORE