Essays about: "Index Fund"

Showing result 6 - 10 of 109 essays containing the words Index Fund.

  1. 6. Evaluating clustering techniques in financial time series

    University essay from Uppsala universitet/Avdelningen för systemteknik

    Author : Johan Millberg; [2023]
    Keywords : clustering; machine learning; financial time series; time series; unsupervised learning; cluster validation; cluster evaluation; klustring; klusteranalys; finansiella tidsserier; maskininlärning; klustervalidering; evalueringsteknik;

    Abstract : This degree project aims to investigate different evaluation strategies for clustering methodsused to cluster multivariate financial time series. Clustering is a type of data mining techniquewith the purpose of partitioning a data set based on similarity to data points in the same cluster,and dissimilarity to data points in other clusters. READ MORE

  3. 7. Effects of ESG on Market Risk : A Copula and a Regression Approach to CoVaR

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Viktor Thornqvist; [2023]
    Keywords : ESG; CoVaR; Market Risk; Quantile Regression; Copula; Fund Portfolios; ESG; CoVaR; Marknadsrisk; Kvantilregression; Copula; Fondportföljer;

    Abstract : With a background in EU regulations and an increased interest in Environmental, Social, and Governence (ESG) policies in companies when investing, this thesis considers the individual contributions to market risk in portfolios by different ESG parameters. It explores two different methods to examine if there are effects consistent across the whole Nordic markets, and the possibility to express any effects within portfolios in a clear way. READ MORE

  4. 8. A Study on Algorithmic Trading

    University essay from KTH/Hälsoinformatik och logistik

    Author : Philip Hägg; [2023]
    Keywords : Algorithms; financial engineering; software engineering; algorithmic trading; tech- nical analysis; Algoritmer; Finansiell matematik; Mjukvaruutveckling; Algoritmisk aktiehandel; Teknisk analys;

    Abstract : 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

  5. 9. Active versus passive: Does increased investments in passive funds have an effect on active fund performance?

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Elliot Corell; Jacob Hjelmstedt; [2022]
    Keywords : Index fund; Mutual fund; Passive investment; Active investment; Alpha;

    Abstract : In recent decades, there has been a shift towards investing in passively managed funds. Grossman and Stiglitz (1980) describe in their theoretical paper how the share of uninformed investors is positively correlated to the utility of being informed. READ MORE

  6. 10. The Use of Management Control in Decentralized Autonomous Organizations : A descriptive case study on the use of management control in three Ethereum blockchain based DAOs

    University essay from Linköpings universitet/Industriell ekonomi

    Author : Ludvig Öberg; Isak Almquist; [2022]
    Keywords : DAO; Decentralized Autonomous Organizations; Management Control; Blockchain; Bitcoin; Ethereum; Smart Contracts; Cryptography; Consensus; Governance; Cryptocurrencies; DAO; Decentraliserade Autonoma Organisationer; Styrning; Blockkedja; Blockkedjor; Bitcoin; Ethereum; Kryptovalutor; Konsensus;

    Abstract : Decentralized autonomous organizations, or DAOs, are spoken highly of in cryptocurrency spaces as a new way of organizing capital and labor. The basic concept is an organization with a shared vision or goal, where the participants and/or outside stakeholders own tokens that grant governing rights over resources through smart contracts. READ MORE