Essays about: "Equally-weighted"
Showing result 1 - 5 of 65 essays containing the word Equally-weighted.
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1. Analyst Recommendations and Stock Returns Evaluating the performance of Nordic markets based on analyst consensus recommendations, and the impact of MiFID II
University essay fromAbstract : This study evaluates the performance of equity analysts who cover publicly traded stocks in the Nordic markets. To assess their performance, we employ a method that involves creating daily rebalanced portfolios based on the consensus recommendation for each covered company over four years. READ MORE
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2. Unveiling the Relevancy of Momentum Strategies- A study on the Swedish Equity Market
University essay from Göteborgs universitet/Graduate SchoolAbstract : This study investigates the performance of the traditional return momentum strategy and the residual momentum strategy on the Swedish market over the period 1990 to 2022. The residual momentum strategy show higher risk-adjusted return compared to the traditional return momentum strategy in equally weighted portfolios, and the opposite in value-weighted portfolios. READ MORE
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3. A Quantitative Framework for Constructing a Multi-Asset CTA with a Momentum-Based Approach
University essay from Uppsala universitet/DatalogiAbstract : Commodity Trading Advisors (CTAs) have gained popularity due to their abilities to generate an absolute return strategy. Little is known about how CTAs work and what variables are important to tune in order to create a profitable strategy. READ MORE
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4. There is still a long way to go: An exploratory study on the factors contributing to the inclusion and exclusion of female character representation in video games
University essay from Lunds universitet/Företagsekonomiska institutionenAbstract : Thesis Purpose: This thesis aims to explore the complex phenomenon of female character representation, both quantity and portrayal, in video games and which factors either inhibit or enhance the creation and how. Methodology: A qualitative study with an inductive approach, designed to answer the research question “How do different factors contribute to the inclusion or exclusion of female character representation in video games?”. READ MORE
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5. Portfolio Diversification with Commodities : From a Swedish Perspective
University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakultetenAbstract : This paper investigates the diversification characteristics of commodities in relation to the Swedish equity index OMXSPI. Much of the previous literature concludes that gold and oil possess diversification or hedging properties against the US equity markets. READ MORE