Essays about: "Edward Sikorski"

Found 2 essays containing the words Edward Sikorski.

  1. 1. A Three-Pronged Sustainability-Oriented Markowitz Model : Disruption in the fund selection process?

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Simon Louivion; Edward Sikorski; [2019]
    Keywords : Portfolio optimization; ecient frontier; multi-objective optimization problem; sustainability; ESG; ecient market hypothesis; behavioural finance; Portföljoptimering; ecient frontier; portföljteori; hållbarhet; ESG; hypotesen om effektiva marknader; beteendeekonomi;

    Abstract : Since the term ESG was coined in 2005, the growth of sustainable investments has outpaced the overall asset management industry. A lot of research has been done with regards to the link between sustainability and financial performance, despite the fact that there is a lack of transparency in sustainability of listed companies. READ MORE

  3. 2. Understanding and Exploiting commodity currencies : A Study using time series Regression

    University essay from KTH/Matematisk statistik

    Author : Dylan Dehoky; Edward Sikorski; [2017]
    Keywords : Commodity currencies; regression analysis; time series regression; Dutch disease and trading strategy;

    Abstract : This thesis within Industrial Economics and Applied Mathematics examines the term commodity currency. The thesis delves into analysing the characteristics and consequences of such a currency through a macroeconomic perspective while discussing previous studies within the matter. READ MORE