Essays about: "Asset classes"

Showing result 11 - 15 of 80 essays containing the words Asset classes.

  1. 11. Can FEARS predict market returns?

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Victor Löthner; Markus Palsander; [2022]
    Keywords : Investor sentiment; FEARS; Google Trends; Market returns; Limits to arbitrage;

    Abstract : [This paper examines whether internet queries provided by Google Trends can proxy investor sentiment and thereby predict future market returns. By creating our own Financial and Economic Attitudes Revealed by Searches (FEARS) index using Internet Search Volume (SVI), we examine the period 2013-2022. READ MORE

  3. 12. Factor Models for Futures Contracts to Improve Estimation of the Correlation Matrix

    University essay from Lunds universitet/Matematisk statistik

    Author : Ellen Ek; [2022]
    Keywords : Correlation matrix; Hierarchical Principal Component Analysis; Factor Model; Clusters; Portfolio Optimization; Futures Contracts; Mathematics and Statistics;

    Abstract : In this paper regularization of the correlation matrix between futures contracts is examined. With starting point in the recently established HPCA framework (Avellaneda, 2019), a couple of different extensions to the one-factor model is suggested. Extensions are made in terms of adjusting the model according to different cluster structures. READ MORE

  4. 13. REITs in a Mixed-Asset Portfolio

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Mary Anne Roa; [2022]
    Keywords : REIT; Pricing; Fama-French; Portfolio Simulation;

    Abstract : Diversification is a significant element of asset allocation. An alternative investment of great interest for many investors is real estate. The paper will explore the hypotheses of whether real estate investment trust (REITs)warrants inclusion in an investment portfolio. READ MORE

  5. 14. Fixed Income Securities as a Hedge against Equity Market Downside

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Timmie Bengtsson; [2022]
    Keywords : Fixed Income; Financial Markets; Hedge; Portfolio; Downside Risk; Value-at-Risk; Expected Shortfall; Extreme Value Theory; Kernel Density Estimation; Business and Economics;

    Abstract : Investors are constantly searching for ways to protect their wealth, ideally without losing out on long-term returns. To achieve this, some investors choose to diversify their equity portfolios with fixed income assets, believing they can protect their portfolios from drawdowns. READ MORE

  6. 15. YOUNG CHINESE LEARNERS’ ATTITUDE TOWARD CODE-SWITCHING IN ENGLISH

    University essay from Göteborgs universitet/Institutionen för språk och litteraturer

    Author : Neda Soghari Vash; [2021-12-29]
    Keywords : English; Code-switching; attitude; English language; Chinese language; young learners; first language; bilingual teaching strategy;

    Abstract : It is quite challenging for young students to learn English as a second language. To alleviate this, supporting teaching methods can be used within English learning classes. Teachers play a significant role in students' learning process. They have the responsibility to provide students appropriate learning experiences and support. READ MORE