Essays about: "EURO STOXX 50"
Showing result 1 - 5 of 16 essays containing the words EURO STOXX 50.
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1. ESG and Fund Performance Comparing Funds with Different Strategic Benchmarks
University essay fromAbstract : This thesis aims to identify if there is a positive relationship between ESG and fund performance, and if this relationship is different depending on the strategic benchmark of the funds and how they differ between the given strategic benchmark. Four groups of funds connected to a specific strategic benchmark are divided based on their ESG score into a high ESG score group and low ESG score group. READ MORE
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2. Parameter Stability in Additive Normal Tempered Stable Processes for Equity Derivatives
University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikationAbstract : This thesis focuses on the parameter stability of additive normal tempered stable processes when calibrating a volatility surface. The studied processes arise as a generalization of Lévy normal tempered stable processes, and their main characteristic are their time-dependent parameters. READ MORE
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3. Factor Investing and ESG Integration in Regime-switching Models- An Empirical Study on ESG Factor Integration Using Infinite Hidden Markov Models
University essay from Göteborgs universitet/Graduate SchoolAbstract : ESG investing is an active area of interest, both for the investment and academic communities. However, research is inconclusive on the financial benefits of integrating ESG factors in portfolio construction. READ MORE
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4. The benefits of optimized portfolios- An empirical comparison between optimized portfolios and benchmarks
University essay from Göteborgs universitet/Graduate SchoolAbstract : Uncertainty about the future is an everlasting part of investing. This study aims at testing the historical performance out-of-sample for optimized portfolios and if the performance was superior to benchmarks. 11 different portfolios are compared to two different benchmarks; the naive- and market-capitalized portfolio. READ MORE
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5. CAPM Beta and Geopolitical Risk
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : Recent years, geopolitical risks have dominated the news feed for the financial markets. There have historically been some geopolitical events that have resulted in major declines in the stock market and such a market day can be classified as a geopolitical Black Swan. READ MORE