Essays about: "stock portfolios"

Showing result 11 - 15 of 280 essays containing the words stock portfolios.

  1. 11. Stochastic Portfolio Optimization

    University essay from KTH/Skolan för teknikvetenskap (SCI)

    Author : Alexander Tedestedt; Tobias Eriksson; [2023]
    Keywords : stochastic; portfolio; optimization;

    Abstract : The main purpose for an aggressive investor is to maximize the return in theinvestments. But in order to do so the risk should be taken into consideration.In this thesis, we utilize Markowitz portfolio theory, one of the standard modelsfor maximizing return while considering risk. READ MORE

  3. 12. The Performance of Growth Stocks Compared to Value Stocks : – A Study Conducted on the Swedish and Danish Stock Market

    University essay from Jönköping University/Internationella Handelshögskolan

    Author : Philip He Voong; Niels Larsen; [2023]
    Keywords : ;

    Abstract : Background: Most investors strive to achieve the same goal with their investments, maximize returns and profits. However, the approach deviates as there are many alternatives on the stock markets. Preferences such as the amount of risk also influences an investor’s selection of stocks. READ MORE

  4. 13. Empirical Asset Pricing via Machine Learning - Evidence from the Chinese stock market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Bao Liu; Chuyue Huan; [2023]
    Keywords : Machine learning; Asset pricing model; Chinese stock market;

    Abstract : This thesis builds upon existing research on the application of machine learning in asset pricing in the US and European stock markets, by incorporating unique predictive indicators specific to the Chinese stock market, to explore whether machine learning can also be successfully applied in the Chinese stock market. Empirical results show that machine learning models outperform OLS significantly in predicting A-share returns, and this conclusion also applies to different portfolios we have constructed. READ MORE

  5. 14. Quantitative Investment Strategies on the Swedish Stock Market

    University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

    Author : Jonatan Knutsson; Gabija Telešova; [2023]
    Keywords : Quantitative investment strategies; Quantitative trading strategies; Dividend yield strategy; EV EBITDA strategy; Momentum strategy; Equal-weighted portfolios; Value-weighted portfolios; Swedish stock market.;

    Abstract : This thesis explores the implementation of three quantitative investment strategies – the dividend yield strategy, the EV/EBITDA strategy, and the momentum strategy – within the Swedish stock market using Equal-Weighted Portfolios (EWP) and Value-Weighted Portfolios(VWP). The analysis is based on backtesting during the periods 2009 − 2022, 2001 − 2022, and 1992 − 2022, for each strategy respectively. READ MORE

  6. 15. To Sin or Not to Sin? A Study of Traditional and New Sin Stocks on the American Stock Market

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Filip Eriksson; Herman Ljungberg; Oliver Lönegård; [2023]
    Keywords : Sin Stocks; New Sin Stocks; Sustainable Investments; Social Norms; Socially Responsible Investing; Business and Economics;

    Abstract : This study aims to investigate the difference in stock return between traditional sin stocks, new sin stocks, and their respective peer stocks. The purpose was to expand the scarcely researched area of new sin stocks by being the first one to focus on new sin stocks on the American stock market (United States NYSE, AMEX, and NASDAQ stock exchanges), as this area has only been researched in Europe before. READ MORE