Essays about: "Asset Performance Management"

Showing result 16 - 20 of 98 essays containing the words Asset Performance Management.

1. 16. To Spin Off or Not To Spin Off?

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

   Author : Henrik Nyberg; Johan Fohlin; [2022]
   Keywords : Spin-offs; Corporate Focus; Abnormal Returns; Operating Performance; Sharpe Ratio;

   Abstract : This study investigates the value creation of U.S. spin-offs undertaken between 2010 and 2017 from three perspectives. Firstly, shareholder wealth creation is analyzed through tests on unadjusted abnormal announcement-day returns and unadjusted abnormal long-term returns. READ MORE

3. 17. Viability Evaluation of the Turtle Trading Rules on Major Market Indexes

   University essay from KTH/Matematik (Avd.)

   Author : Malkolm Larsson; Johan Lövgren; [2022]
   Keywords : The Turtle Trading Rules; Asset Management; Geometric Brownian Motion; Market Index; MSCI Index; Turtle Trading-reglerna; kapitalförvaltning; geometrisk brownsk rörelse; marknadsindex; MSCI-index;

   Abstract : The Turtle Trading Rules was a successful trend-following trading strategy for commodities in the 1980s but has lost recognition in recent days. The strategy revolved around rules for entering and exiting trades as well as position sizing for each trade. READ MORE

4. 18. Fundamental Indexation Smart Beta Strategy on the Swedish Market- Enhancing risk-adjusted performance with Fundamental Indexation

   University essay from Göteborgs universitet/Graduate School

   Author : Tommy Saliba; Philip Thulin; [2021-06-30]
   Keywords : Smart Beta; Fundamental Indexation; CAPM; EMH; Value; Quality; Momentum; Low Volatility; Factor Investing;

   Abstract : Smart Beta strategies’ ability to combine the benefits of active- and passive investing has caught the attention of the Asset Management industry – propelling a surge in new Smart Beta products. These strategies offer a novel approach to factor investing by not weighting assets according to the typical cap-weighting scheme, instead applying weighting methods such as fundamental indexation, yielding a new dimension to factor-oriented strategies. READ MORE

5. 19. The shifting landscape of ESG-investing in Sweden A qualitative study of how five Swedish fund companies plan to integrate the EU Action Plan on Sustainable Finance

   University essay from Göteborgs universitet/Företagsekonomiska institutionen

   Author : Marco Benedetto; Robin Thomsen; [2021-06-30]
   Keywords : ESG; Finance; Funds; Asset management; Sustainability; Greenwashing; SFDR; NFRD; Taxonomy; Investment.;

   Abstract : The awareness of sustainability has increased significantly in recent years as a result of changes in the environment, economic trends and social structures. As a result of that, regulatory organizations have urged the European Union to overhaul the current regulation made to govern sustainable investing in Europe as many in the industry have felt that ESG performance reporting has lacked supervision. READ MORE

6. 20. The Adoption of Artificial Intelligence in Swedish Funds

   University essay from Göteborgs universitet/Företagsekonomiska institutionen

   Author : Stephie Do; Tim Larsson; [2021-02-24]
   Keywords : Artificial intelligence; performance; funds; finance; asset management; portfolio theory; efficient market; behavioral finance.;

   Abstract : Fund managers have historically made use of traditional portfolio strategies such as Markowitz portfolio selection, as part of their decision making. But as the world has started to shift towards a more automated lifestyle, the question arises if fund management will follow. READ MORE