Essays about: "thesis on portfolio strategies"

Showing result 6 - 10 of 108 essays containing the words thesis on portfolio strategies.

  1. 6. A Quantitative Framework for Constructing a Multi-Asset CTA with a Momentum-Based Approach

    University essay from Uppsala universitet/Datalogi

    Author : Rebecca Fällström; [2023]
    Keywords : Commodity trading advisors; CTA; trend-following; momentum strategies; risk parity; equally weighted; Markowitz weights; optimization;

    Abstract : Commodity Trading Advisors (CTAs) have gained popularity due to their abilities to generate an absolute return strategy. Little is known about how CTAs work and what variables are important to tune in order to create a profitable strategy. READ MORE

  3. 7. 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

  4. 8. The ESG Power of the Board Seat - Comparative case studies of how private equity firms implement ESG strategies within their portfolio companies and manage them through the use of control systems

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Sanna Sabir; Jonatan Persson; [2023]
    Keywords : Private Equity; ESG; Management Control Systems; Levers of Control;

    Abstract : This thesis aims to investigate how private equity firms use control systems to implement ESG-focused business activities within their portfolio companies. The chosen method was comparative case studies, with interviews and documents from two private equity firms. READ MORE

  5. 9. CSR EMBEDDED IN THE CORPORATE DNA : A QUALITATIVE CASE STUDY OF CSR-BRANDING AND SUSTAINABILITY REPORTING WITHIN A NORDIC MULTI-BRAND ORGANIZATION IN THE BEAUTY INDUSTRY

    University essay from Umeå universitet/Företagsekonomi

    Author : Emelie Rantatalo; Linda Jonsson; [2023]
    Keywords : corporate social responsibility; corporate branding; CSR- branding; sustainability reporting; stakeholders;

    Abstract : CSR-branding has gained recognition and promotes organizations to incorporate CSRinitiatives into their branding strategies. Conversely, executing an effective CSR-brandingstrategy presents challenges such as aligning relevant initiatives with the corporate brand,assessing internal resources, and engaging external stakeholders. READ MORE

  6. 10. Momentum Strategies in Commodity Futures Market: A Quantitative study

    University essay from Umeå universitet/Företagsekonomi

    Author : Jino Badinson; Alfred Gunnarsson; [2023]
    Keywords : Momentum Effect; Contrarian Effect; Investment Strategy; Commodity Futures; Efficient Market Hypothesis; Behavioral Finance Theory;

    Abstract : This study employs a quantitative approach to investigate the momentum phenomenon in the commodity futures market. The study captures the phenomenon using two momentum indicators, namely, MACD and RSI, and extends the scope of indicator utilization to both joint and single usage. READ MORE