Essays about: "Geometric Mean Return"

Found 3 essays containing the words Geometric Mean Return.

  1. 1. How to Get Rich by Fund of Funds Investment - An Optimization Method for Decision Making

    University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

    Author : Sabina Colakovic; [2022]
    Keywords : Modern Portfolio Theory; Markowitz Model; Mean-Variance Optimization; Valueat-Risk; Conditional Value-at-Risk; Geometric Mean Return; Efficient Frontier; Portfolio Optimization; Markowitz 2.0;

    Abstract : Optimal portfolios have historically been computed using standard deviation as a risk measure.However, extreme market events have become the rule rather than the exception. To capturetail risk, investors have started to look for alternative risk measures such as Value-at-Risk andConditional Value-at-Risk. READ MORE

  3. 2. The Value of Dividends : The effect of dividend exposure on stock returns

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Erik Börjesson; Harald Lindström; [2019]
    Keywords : Dividend investing; Value effect; Size effect; Risk-adjusted performance; Dividend yield; Stock returns;

    Abstract : This paper aims to examine if firms listed on Nasdaq Stockholm with dividend exposure yield higher risk-adjusted returns than firms without dividend exposure. Using a data set consisting of observations between 2000-2017 we test the difference in mean risk-adjusted return, measured by the Sharpe ratio, between securities with different levels of dividend exposure. READ MORE

  4. 3. Monte Carlo Simulations of Stock Prices : Modelling the probability of future stock returns

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Tobias Brodd; Adrian Djerf; [2018]
    Keywords : monte carlo; simulations; finance; modelling; geometric brownian motion; random walks; stock prices; probability theory; monte carlo; simuleringar; finans; modellering; geometric brownian motion; random walks; aktiekurser; sannolikhetsteori;

    Abstract : The financial market is a stochastic and complex system that is challenging to model. It is crucial for investors to be able to model the probability of possible outcomes of financial investments and financing decisions in order to produce fruitful and productive investments. READ MORE