Essays about: "Value weighting"

Showing result 1 - 5 of 39 essays containing the words Value weighting.

  1. 1. Analyst Recommendations and Stock Returns Evaluating the performance of Nordic markets based on analyst consensus recommendations, and the impact of MiFID II

    University essay from

    Author : Carl Wallquist; Endrit Zymeri; [2023-07-03]
    Keywords : Stock recommendations; analyst performance; portfolio construction; rebalancing; regulation MiFID II; trading strategies;

    Abstract : This study evaluates the performance of equity analysts who cover publicly traded stocks in the Nordic markets. To assess their performance, we employ a method that involves creating daily rebalanced portfolios based on the consensus recommendation for each covered company over four years. READ MORE

  3. 2. A general deep probabilistic model for customer lifetime value prediction of companies : A unified evaluation metric and analysis of the required historical data for different companies in context of prediction of customer lifetime value

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Johanna Olnén; [2022]
    Keywords : ;

    Abstract : A comprehensive understanding of customers’ future Lifetime Value (LTV) enables companies to assess the return on marketing investment and may provide a useful tool when determining a company’s value. Furthermore, LTV predictions allow marketers to segment customers based on the predicted LTV and, in turn, effectively allocate marketing resources for acquisition, retention, and cross-selling. READ MORE

  4. 3. ESG: The Relationship Between “Ethical” Investing and Abnormal Returns

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Per Malm; [2022]
    Keywords : ESG; Abnormal Returns; High Minus Low; Asset Pricing Model; Business and Economics;

    Abstract : This essay examines the relationship between ESG and abnormal returns and its implications on investing. To investigate this topic, I allocate stocks into zero-investment portfolios based on high and low ESG, using three different weighting methods, equal weighting, value weighting and portfolio optimization. READ MORE

  5. 4. Fundamental Indexation Smart Beta Strategy on the Swedish Market- Enhancing risk-adjusted performance with Fundamental Indexation

    University essay from Göteborgs universitet/Graduate School

    Author : Tommy Saliba; Philip Thulin; [2021-06-30]
    Keywords : Smart Beta; Fundamental Indexation; CAPM; EMH; Value; Quality; Momentum; Low Volatility; Factor Investing;

    Abstract : Smart Beta strategies’ ability to combine the benefits of active- and passive investing has caught the attention of the Asset Management industry – propelling a surge in new Smart Beta products. These strategies offer a novel approach to factor investing by not weighting assets according to the typical cap-weighting scheme, instead applying weighting methods such as fundamental indexation, yielding a new dimension to factor-oriented strategies. READ MORE

  6. 5. Emission Calculation Model for Vehicle Routing Planning : Estimation of emissions from heavy transports and optimization with carbon dioxide equivalents for a route planning software

    University essay from Linköpings universitet/Energisystem

    Author : Alice Hartikka; Simon Nordenhög; [2021]
    Keywords : Multi objective optimization; fuel consumption; transport emissions; Multiobjektiv optimering; bränslekonsumtion; transportutsläpp;

    Abstract : The transport sector is a major cause of emissions both in Sweden and globally. This master thesis aims to develop a model for estimating emissions from heavy transport on a specific route. The emissions can be used in a route planning software and help the driver choose a route that contributes to reduced emissions. READ MORE