Essays about: "alternative index strategies"

Showing result 1 - 5 of 10 essays containing the words alternative index strategies.

1. 1. The bzzzt of frirends. Interspecific competition in Arctic plants for pollination services.

   University essay from Göteborgs universitet / Institutionen för biologi och miljövetenskap

   Author : Malin Olsson; [2023-06-27]
   Keywords : the Arctic; pollinator networks; competition; autonomous selfing; Arktis; pollinationsnätverk; konkurrens; autonom självpollinering;

   Abstract : The Arctic has a harsh environment that is challenging for the flora and fauna that inhabits the region. The ruling abiotic factors of the region results is a low species richness that creates a potential challenge for the region’s plant species. READ MORE

3. 2. Considering Tail Events in Hedge Fund Portfolio Optimization

   University essay from Linköpings universitet/Produktionsekonomi

   Author : Josefin Bladh; Holm Greta; [2021]
   Keywords : Portfolio Optimization; Hedge Funds; Tail Events; Mean-CVaR;

   Abstract : The Fourth Swedish National Pension Fund (AP4), as well as many other large investors, has noted deficiencies the Mean-Variance framework for portfolio management of asset with non-normal characteristics. The main problem apparent in the Mean-Variance framework, when investing in alternative assets such as hedge funds, is the lacking systematic control of the balance between the measurements of risk due normal variation and tail-risk. READ MORE

4. 3. Applying Treynor-Black Model with AP7 Såfa in the Swedish Premium Pension System : To choose between active and passive portfolio management

   University essay from Karlstads universitet/Handelshögskolan (from 2013)

   Author : Albin Tyllgren; [2021]
   Keywords : Index Funds; Mutual Funds; Premium Pension System; Treynor-Black Model;

   Abstract : Background: Since 1998 Sweden has individual accounts as a part of both public and occupational schemes (Sundén 2006). Yearly, 2,5% of the pensionable income is set aside to the premium pension (The Swedish Pension Agency 2021) Individuals are able to choose how the premiums should be paid in the system and in what way the money should be invested, either by choosing from the fund market or by refraining from making an active choice and instead let the Swedish pension agency management their money in the passive alternative called AP7 Såfa. READ MORE

5. 4. Crop diversity in Scania : geographical and cognitive mapping

   University essay from SLU/Dept. of Biosystems and Technology (from 130101)

   Author : Shaktima López Hösel; [2019]
   Keywords : crop diversity; agroecology; food systems; ecosystem services; resilience; farmer s motivations; geographical information systems; self-determination theory; cognitive mapping;

   Abstract : Modern agriculture is characterized by large scale and large-scale farming of a few crops, which rely heavily on external inputs. These kinds of intensive and specialized farming systems are contributing to exceeding the planetary boundaries for our ecosystems. READ MORE

6. 5. Smart Beta Factor Investing

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Alex Mikaelsson; Martin Nilsson; [2017]
   Keywords : Smart Beta; Factor Investing; Efficient Markets; Asset Allocation; Business and Economics;

   Abstract : In an attempt to bridge the gap between active and passive investing, Smart Beta strategies have become a popular alternative for investors given their systematic, rules-based approach to portfolio construction and historical tendency to capture market inefficiencies. In this thesis, we examine the performance of Smart Beta strategies versus the S&P 500 and the Euro Stoxx 600 index for time periods 1994-2016 and 2002-2016 respectively. READ MORE