Essays about: "Index Returns"

Showing result 16 - 20 of 407 essays containing the words Index Returns.

  1. 16. Portfolio Theories: A Comparison Between General and Sustainable Portfolios

    University essay from Umeå universitet/Institutionen för fysik

    Author : Axel Zetterfeldt; [2023]
    Keywords : ;

    Abstract : Insurance companies hold large amounts of assets to ensure that they can meet the claims of policyholders. They prefer safer investments with lower risk to guarantee future payouts. Sustainability has become a growing topic over the last couple of years and insurance companies have the possibilities to make the world more sustainable. READ MORE

  3. 17. Constructing a Social Profitability Index: Socially Responsible Investing in Electric Utilities

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Odessa Bäckfors; Ebba Jernmark Burrows; [2023]
    Keywords : Socially responsible investing; Social Profitability Index; Sustainability ratings; Shareholder activism; Renewable electricity;

    Abstract : Building on a theory about the Social Profitability Index (SPI), this paper is the first to construct an SPI in practice ranking investment opportunities based on social and financial returns within the electric utility industry. The social return is the investor-preference weighted social gain from avoiding carbon emissions by changing to renewable production technology in a firm. READ MORE

  4. 18. Effekter av en skogsskötsel som gynnar marklav på svagare marker

    University essay from SLU/Dept. of Forest Resource Management

    Author : Axel Lomander; [2023]
    Keywords : Privata skogsägareLavanpassat skogsbruk; renskötsel; marklav; ; trakthyggesbruk; Heureka planvis.;

    Abstract : Inom renskötselområdet som motsvarar 50% av Sveriges areal har andelen lavmark av lavtyp minskat med 71 procent de senaste 60 åren. Minskningens takt ser ut att avta men lavmark fortsätter ändå att minska. Den främsta anledning till att mängden marklav minskat tros bero på det moderna industriskogsbrukets framfart. READ MORE

  5. 19. A Quantitative Framework for Constructing a Multi-Asset CTA with a Momentum-Based Approach

    University essay from Uppsala universitet/Datalogi

    Author : Rebecca Fällström; [2023]
    Keywords : Commodity trading advisors; CTA; trend-following; momentum strategies; risk parity; equally weighted; Markowitz weights; optimization;

    Abstract : 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

  6. 20. Evaluating the Effect of Meta-Labeling on Equity Market Neutral Strategy

    University essay from Lunds universitet/Statistiska institutionen

    Author : Niclas Wölner-Hanssen; [2023]
    Keywords : Meta-Labeling; Probabilistic Sharpe Ratio; Equity Market Neutral; Mathematics and Statistics;

    Abstract : This thesis aims to construct an Equity Market Neutral (EMN) strategy framework to predict intraday excess returns of stocks within the S&P 500 index by utilizing machine learning techniques proposed by (López de Prado, 2018). The constructed EMN strategies within the framework utilizes techniques such as Stacked Single Feature Importance (SSFI), sample weighting, Probabilistic Sharpe Ratio (PSR), and meta-labeling. READ MORE