Essays about: "Historical Returns"
Showing result 1 - 5 of 148 essays containing the words Historical Returns.
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1. Medlemmarnas värderingar i ett lantbrukskooperativ : en studie om medlemmarnas upplevda värde i förhållande till ålder
University essay from SLU/Dept. of EconomicsAbstract : Sverige har idag omkring 1,2 miljoner företag varav drygt 58 000 klassas som jordbruksföretag. Sedan år 1990 har antalet jordbruksföretag i Sverige minskat med 40 %, vilket delvis kan förklaras av den produktionsförändring som sker samt pressade priser på bland annat insatsvaror. READ MORE
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2. Can Machine Be a Good Stock Picker?: Bridging the Gap between Fundamental Data and Machine Learning
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : We investigate the efficacy of historical accounting data and consensus forecasts for relative valuation of stocks, employing tree-based machine learning methods. We run an XGBoost model for monthly cross-sections of financial and pricing data of US equities from 1984 to 2021. READ MORE
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3. Navigating the Volatility Adjustment in Solvency II : Portfolio Optimization for Balance Sheet Stability
University essay from Umeå universitet/Institutionen för matematik och matematisk statistikAbstract : This thesis investigates volatility adjustment from the Solvency II regulation and portfolio allocation methods for pension- and life insurance companies aiming to maintain a stable balance sheet. The volatility adjustment is a component added to the risk-free rate for discounting the present value of future liabilities, and it is calculated monthly based on the spread levels in the fixed-income market. READ MORE
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4. A Study on Algorithmic Trading
University essay from KTH/Hälsoinformatik och logistikAbstract : Algorithms have been used in finance since the early 2000s and accounted for 25% of the market around 2005. In this research, algorithms account for approximately 85% of the market. The challenge faced by many investors and fund managers is beating the Swedish market index OMXS30. READ MORE
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5. Does investor diversity in loan syndications affect the initial returns in the secondary market?
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : The syndicated loan market is a major source of corporate funding, raising $5 trillion in 2021. The secondary market where these loans are traded has seen a rapid growth in the last few decades. This growth was accompanied by the entrance of new types of participants, increasing the investor diversity. READ MORE