Essays about: "strategy performance"
Showing result 16 - 20 of 1420 essays containing the words strategy performance.
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16. Unveiling the Relevancy of Momentum Strategies- A study on the Swedish Equity Market
University essay from Göteborgs universitet/Graduate SchoolAbstract : This study investigates the performance of the traditional return momentum strategy and the residual momentum strategy on the Swedish market over the period 1990 to 2022. The residual momentum strategy show higher risk-adjusted return compared to the traditional return momentum strategy in equally weighted portfolios, and the opposite in value-weighted portfolios. READ MORE
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17. A valuation of Swedish hedge fund performance
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : In this thesis we present annual returns of Swedish hedge funds sorted by investment strategies and investigate which strategy performs best and how the Fama-French factors: market premium, value premium and growth premium affect these returns. The Fama-French three-factor model is built on the Capital Asset Pricing Model which tries to describe the relationship between the expected return of an asset and the risk of the asset compared to the market. READ MORE
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18. DIFFERENTIAL OUTCOME TRAINING AND HUMANOID ROBOT FEEDBACK ON A VISUOSPATIAL GAMIFIED TASK: An experimental study investigating learning, affective social engagement cues and cognitive learning strategies
University essay from Institutionen för tillämpad informationsteknologiAbstract : By combining Differential Outcome Training (DOT), the usage of unique stimulus-response pairings, and feedback from a humanoid simulated robot (SDK) this study aims to improve learning performance of subjects on a visuospatial gamified memory task. This is achieved by using the SDK as an interface for an algorithm that provides audiovisual, reinforcing feedback promoting engangement in a new dyadic setup for a gamified task. READ MORE
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19. Exploring Momentum: The Hidden Drivers of Stock Returns in the Nordic Market
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This thesis investigates the relationship between price momentum, earnings momentum, and stock returns in the Nordic region by examining the risk-adjusted performance measures of various momentum strategy portfolios. Inspired by Novy-Marx's 2015 theory that momentum in firm fundamentals explains the performance of price momentum strategies, this study seeks to provide deeper insights into momentum drivers and their implications for investment professionals. READ MORE
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20. Portfolio Strategies Under Different Inflationary Regimes
University essay from KTH/Matematik (Avd.)Abstract : In 2023, the topic of ongoing inflation is being discussed almost daily as it has become inevitable. The global economy is facing significant uncertainty and downward pressure as several leading developed nations adopted expansionary fiscal policies and quantitative easing monetary policies during the pandemic. READ MORE