Essays about: "Swedish Equities"

Showing result 21 - 25 of 29 essays containing the words Swedish Equities.

  1. 21. The Effectiveness of Hedging the Swedish Stock Markets Using Commodity Futures Index

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Mattias Gustafsson; Victor Svensson; [2013-08-21]
    Keywords : ;

    Abstract : It is well documented that commodity futures contracts are negatively correlated with equities. Recent years has seen a spike in trading with commodity futures contracts because of the large volume traded and the increasing interest by investors, which have reach a top of 380 billion dollar in April 2011. READ MORE

  3. 22. Evaluating forecasts from the GARCH(1,1)-model for Swedish Equities

    University essay from Statistiska institutionen

    Author : Joel Hartman; Osvald Wiklander; [2012]
    Keywords : Volatility forecasts; GARCH 1; 1 ; Realized Variance; Mincer-Zarnowitz regression;

    Abstract : .... READ MORE

  4. 23. Solvency II: New risk-based capital standards altering the capital requirements for the insurance industry within the EU - Potential effects on asset allocation within Swedish life insurance companies

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

    Author : Christine Ahlstrand; Katerina Hanackova; [2012]
    Keywords : Solvency II; Asset Allocations; Life Insurance; Risk-based Regulation; Capital Charges;

    Abstract : The objective of this thesis is to analyse the perceptions of how the incoming regulation, Solvency II, will affect Swedish life insurance companies regarding changes in asset allocation. The main hypothesis, divided into 4 sub-hypotheses, focuses on evaluation of the asset classes known as fixed income, public equity, other equities/alternative investments and real estate. READ MORE

  5. 24. Risk Arbitrage in the Swedish Market – Evaluation with Contingent Claims

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Markus Drott; [2011]
    Keywords : arbitrage; contingent claims; merger arbitrage; non-linear returns; risk arbitrage; Business and Economics;

    Abstract : The thesis analyses a risk arbitrage portfolio in Swedish equities over 2611 trading days (132 months), to evaluate the ability of a risk arbitrage strategy to generate excess returns, alpha, in the Swedish market. It is found that risk arbitrage generates a significant alpha of 120 basis points per month, in a linear model and assuming CAPM holds. READ MORE

  6. 25. Hedge Funds in a Traditional Portfolio : A Quantitative Case Study Made on the Swedish Hedge Fund Market

    University essay from Handelshögskolan vid Umeå universitet

    Author : Daniel Sundqvist; [2009]
    Keywords : Hedge funds; portfolio optimization; markowitz; mean-variance; efficient frontier; case study; skewness; kurtosis; sortino ratio; sharpe ratio; downside deviation; omega ratio;

    Abstract : Hedge funds are a debated subject in today’s financial industry. During 2008, despite hedge funds absolute return target, the global hedge fund industry showed a negative performance whilst the Swedish hedge fund market performed relatively well in comparison. READ MORE