Essays about: "Index Returns"

Showing result 1 - 5 of 338 essays containing the words Index Returns.

  1. 1. Making Use of the Factor Zoo: An unpretentious attempt to predict asset returns using machine learning methods.

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Line Clausen; Jesper Strömberg; [2022-02-15]
    Keywords : ;

    Abstract : Factor modeling with the purpose of estimating assets returns is a dynamic and ever changing subject within finance. Recent literature has presented over 300 different fac-tors that seem to have significance in predicting asset returns. This new phenomenon in factor modeling has been dubbed ”The Factor Zoo”. READ MORE

  3. 2. 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

  4. 3. Does a portfolio of growth stocks outperform a portfolio of value stocks? : Evidence from Sweden and Norway

    University essay from Umeå universitet/Företagsekonomi

    Author : Lina Andersson; Daniella Holmgren; [2022]
    Keywords : Growth stocks; Value stocks; P E ratio; Sharpe ratio; Jensen’s alpha; behavioural finance; efficient market hypothesis; financial crises;

    Abstract : A high return is a driving factor for most investors. The ways to reach success are many and different investment strategies on how to earn high returns have been discussed for decades. READ MORE

  5. 4. Developing an Infrastructure Index in Accordance with Investor Expectations

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

    Author : Ludvig Frykholm; Jacob Toresson; [2022]
    Keywords : infrastructure; infrastructure investments; infrastructure index; infrastructure asset class; index methodology; listed equity market; infrastruktur; infrastrukturinvesteringar; infrastrukturindex; infrastruktur som tillgångsklass; indexmetodik; aktiemarknad;

    Abstract : Infrastructure consists of facilities and services that are considered essential to the functioning and economic productivity of society (Preqin, 2022). The rapid economic growth over the past decades has led to an increase in the demand for fundamental functions such as energy, telecommunications, and transportation. READ MORE

  6. 5. Learning From Investor Attention: Examining the Predictive Power of Investor Attention on Market Returns with Machine Learning

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Ludvig Hartler; Lukas Uhrström; [2022]
    Keywords : investor attention; machine learning; PLS; LSTM; stock returns;

    Abstract : We study the predictive properties of investor attention on time series market returns. Extending an earlier proposed index of investor attention aggregated from twelve popularly studied attention proxies, we show that it strongly predicts excess returns on the stock market. READ MORE