Essays about: "Diversifikation"

Found 2 essays containing the word Diversifikation.

1. 1. How Many Stocks Should You Buy? A Simulation Study on Portfolio Diversification for the Swedish Stock Market

   University essay from Lunds universitet/Matematisk statistik

   Author : Antonio Prgomet; [2021]
   Keywords : Portfolio Diversication; Modern Portfolio Theory; Quantitative Finance; Return Distributions; Shortfall Risk; Stochastic Dominance; Simulation Study.; Mathematics and Statistics;

   Abstract : For every stock investor, the question of how many stocks to buy is fundamental. The recommendations from the literature is wide and ranges from 10 to over 300. As a contrast, 41.79% of Swedish shareholders held only one stock in year 2020. READ MORE

3. 2. Diversification Attributes of Dutch REITs During Recessions:Return, Standard Deviation and Liquidity Characteristics

   University essay from KTH/Fastigheter och byggande

   Author : Tom Bergstrom; Patrik Carlsson; [2020]
   Keywords : REITs; Netherlands; Real Estate; Mixed-Asset Portfolio; Liquidity; Performance; Diversification; REITs; Nederländerna; Fastigheter; Investeringsportfölj; Likviditet; Diversifikation;

   Abstract : The objective of this thesis is to determine the performance of Dutch REITs and liquidity aspects during recessions and economic upswings as well as correlation with other asset classes to gain further knowledge in the field ofreal estate investment and asset performance during certain time periods. This is achieved through a quantitative analysis of historical daily returns, standard deviation and transaction volume of shares regarding REITs and other assets that usually pertain to an investor’s portfolio. READ MORE