Essays about: "Asset Performance"

Showing result 21 - 25 of 349 essays containing the words Asset Performance.

  1. 21. Sustainable investing in the Nordics : A comparative analysis of ESG portfolios

    University essay from Umeå universitet/Företagsekonomi

    Author : Linus Gustavsson; Marcus Andersson; [2023]
    Keywords : ESG rating; ESG investing; Factor investing; Nordic ESG financial performance; sustainable finance;

    Abstract : Sustainability has become a pressing global issue due to environmental and social challenges caused by human activity which has led to a rise in sustainable investing, including ESG investing. Research on financial performance and sustainable investing have not only showed mixed results, but they are also generally conducted in greater markets such as the US, Europe, and Asia-pacific markets. READ MORE

  3. 22. Economic Policy Uncertainty and Stock Market Performance: The Role of CSR

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

    Author : Albin Hammarberg; Victor Möller; [2023]
    Keywords : Economic Policy Uncertainty; Corporate Social Responsibility; Capital Asset Pricing Model; Fama French Three Factor Model; Stock Market Returns;

    Abstract : This research study aims to examine the association between economic policy uncertainty (EPU) and stock market performance, and to investigate whether corporate social responsibility (CSR) has an impact on this relationship. The dataset used in this study comprises firms listed on the S&P 500 index from 2013 to 2022 and is applied on two models, the Capital Asset Pricing Model and Fama French Three Factor Model. READ MORE

  4. 23. Testing data logging tools in DataOps for Digital Twins

    University essay from Karlstads universitet/Institutionen för matematik och datavetenskap (from 2013)

    Author : Adrian Bakken Sundmoen; [2023]
    Keywords : ;

    Abstract : Industry 4.0 and a global trend in digital transformation have brought new ideas and emerging technologies to the surface. Data has become a key asset for businesses, and streamlining data and automating data life cycles have become increasingly important. READ MORE

  5. 24. A Multi-Level Extension of the Hierarchical PCA Framework with Applications to Portfolio Construction with Futures Contracts

    University essay from KTH/Matematisk statistik

    Author : Kajsa Bjelle; [2023]
    Keywords : Portfolio construction; asset allocation; principal component analysis; hierarchical principal component analysis; hierarchical shrinkage; eigenportfolio risk; Portföljkonstruktion; tillgångsallokering; principalkomponentanalys; hierarkisk principalkomponentanalys; hierarkisk krympning; egenportföljrisk;

    Abstract : With an increasingly globalised market and growing asset universe, estimating the market covariance matrix becomes even more challenging. In recent years, there has been an extensive development of methods aimed at mitigating these issues. READ MORE

  6. 25. Following the trend? : Using a time series momentum strategy on the Swedish stock market

    University essay from Umeå universitet/Nationalekonomi

    Author : Markus Haglund; [2023]
    Keywords : ;

    Abstract : The momentum strategy can be divided into two different sections where this study has focused on a time series momentum strategy where assets that in the previous period will continue in the same trend the following period. This theory stands in opposition to the efficient market hypothesis which in its weakest market form says that all previous market data is already incorporated in the price the asset is selling for today, and by that, it cannot be used to make abnormal profits. READ MORE