Essays about: "diversification effect"

Showing result 1 - 5 of 98 essays containing the words diversification effect.

  1. 1. 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

  3. 2. Board diversity, an unsolvable problem? : A comprehensive study about Swedish and Danish listed companies on how board diversification affects a performance measure.

    University essay from Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)

    Author : Jonathan Nagy; Oscar Gustavsson; [2023]
    Keywords : Gender quotas; Sweden; Denmark; Tokenism; Research and Development; Earnings per share volatility; Growth in earnings per share volatility; Diversity; Board of directors; Fraction of women; EU directive 2022 2381 ; Könskvotering; Sverige; Danmark; Tokenism; Forskning och utveckling; Vinst per aktie volatilitet; Tillväxt i vinst per aktie volatilitet; Mångfald; Styrelse; Andel av kvinnor; EU-direktiv 2022 2381 ;

    Abstract : On the surface, Sweden and Denmark are two similar countries, but behind the closed boardroom doors, things look different. These two countries have chosen different approaches to achieving their goals and the diversification within the boards differs markedly. READ MORE

  4. 3. Macroeconomic Factors and their role in Moderating Diversification effect of Asset Classes in the EU

    University essay from Umeå universitet/Företagsekonomi

    Author : Karl Nilsson; Tanyue Zheng; [2023]
    Keywords : macroeconomic factors; asset classes; diversification strategies; portfolio management; institutional qualities;

    Abstract : After the 2008 financial crisis, some have questioned the historically positive benefits ofdiversification, meanwhile others have stated a clear misunderstanding of whatdiversification entails. This study argues diversification is still viable in portfolio theory,and that more effort should be emphasized on macroeconomic factors’ role in theoptimal portfolio. READ MORE

  5. 4. The Power of the Tides : A Quantitative Study Investigating the Momentum Strategy with 30 Industries

    University essay from Jönköping University/IHH, Företagsekonomi

    Author : Oscar Estéen; Jonathan Landahl; Hugo Karlsson; [2023]
    Keywords : Momentum strategy; industry momentum; risk management; market anomalies; momentum investing; portfolio management;

    Abstract : Background: Buying past winners and selling past losers has historically generated both profits and losses. The momentum strategy has been researched with risk measures and portfolio creation as fundamental components. READ MORE

  6. 5. Research on the Impetus of Douyin to City Tourist Image Construction and Dissemination in China - The Case of Xi’an

    University essay from Lunds universitet/Centrum för öst- och sydöstasienstudier

    Author : Jie Xu; [2023]
    Keywords : City tourist images’ construction and dissemination; Semiotic theory; “5W” communication theory; Diversification and homogenization; Destination images of Xi’an; China; Social Sciences;

    Abstract : This thesis investigated how the short video sharing application Douyin produces an effect on city tourist images’ construction and dissemination in China, taking the Internet-famous city of Xi’an as a case study. Based on the semiotic theory and “5W” communication theory, the author collected 30 Xi’an-related short videos on Douyin as samples and recorded the relevant data manually for analysis. READ MORE