Essays about: "sector index portfolio"

Showing result 1 - 5 of 17 essays containing the words sector index portfolio.

  1. 1. Pursuit of Excess Returns: Deciphering Performance in European Buyout Funds A Detailed Exploration of Relative Returns and Their Determinants

    University essay from Göteborgs universitet/Graduate School

    Author : Gustav Blomdahl; Erik Hillestad Andréasson; [2023-06-29]
    Keywords : ;

    Abstract : This paper investigates the relative performance of European buyout funds compared to public markets. Using a sample of mature buyout funds, obtained from European limited partners, with vintages between 1995 and 2013, we find that a European buyout fund, on average, outperforms the STOXX Europe 600 index by 52% over its lifetime. READ MORE

  3. 2. Analysing the Optimal Fund Selection and Allocation Structure of a Fund of Funds

    University essay from KTH/Matematik (Avd.)

    Author : Idun Cederberg; Ida Cui; [2023]
    Keywords : Master Thesis; Financial Mathematics; Fund of Funds; Portfolio Optimization; Mean Variance Optimization; Masterexamensarbete; finansiell matematik; fond i fond; portföljoptimering; modern portföljteori;

    Abstract : This thesis aims to investigate different types of optimization methods that can be used when optimizing fund of fund portfolios. Moreover, the thesis investigates which funds that should be included and what their respective portfolio weights should be, in order to outperform the Swedish SIX Portfolio Return Index. READ MORE

  4. 3. A Study on the Market and Movements of Cryptocurrencies

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : William Isaksson; [2022]
    Keywords : Risk management; Portfolio analysis; Cryptocurrency; Nasdaq; Style analysis; PCA; Blockchain.;

    Abstract : There has been much debate among investors on the benefits cryptocurrencies can have for portfolios and how their prices moves in the market. It is not difficult to see that cryptocurrencies are very volatile, yet that does not prevent investors from pouring tons of money in crypto-investments that either generate huge returns or catastrophic losses. READ MORE

  5. 4. Optimal Portfolio Allocation of Commodities for the Swedish Investor

    University essay from

    Author : Sebastian Henfalk; Alexandra Wesley; [2021-08-17]
    Keywords : Optimal Portfolio Allocation into Commodities; OMXS30GI; Bloomberg Commodity Index BCOM ; Sub-Sectors; Sharpe Ratio; Swedish Investor; Financialization; Diversification; Hedge; Precious Metals; Inflation; Råvaror; Optimal Allokering; Ädelmetaller;

    Abstract : Commodities have historically been seen as great diversifiers to stocks and bonds. Following the financialization in late 1990s and early 2000s this began to be questioned by previous research due to increasing correlations with the stock market, which has created a need for further research with in the field. READ MORE

  6. 5. A Wolf In Sheep's Clothing, A study about potential closet indexing in the Swedish equity mutual fund industry.

    University essay from

    Author : Philip Dufwa; Johan Johansson; [2020-08-20]
    Keywords : Active Share; Tracking error; Fund activity; Fees; Mutual funds; Closet indexing; Index hugging;

    Abstract : We measure the activity of Swedish domiciled equity mutual funds with Sweden as geographical investment universe, by calculating their active share with respect to major market indices like OMX30 GI and OMX Small Cap TR and retrieving tracking error and r-squared from Bloomberg. Afterwards we calculate the cost to investors by comparing the cost of investing in comparable explicit index funds and the cost of the closet indexers. READ MORE