Essays about: "Johannes Schmidt"

Found 2 essays containing the words Johannes Schmidt.

1. 1. Hedging inflation in Sweden- An analysis of gold, stocks, and real estates inflation hedging capability.

   University essay from Göteborgs universitet/Graduate School

   Author : Arvinder Singh; Johannes Schmidt; [2022-06-29]
   Keywords : Fisher hypothesis; Gold; Hedging; Inflation; Real Estate; Rollings Windows; Stocks;

   Abstract : The recent increase in inflation has made the discussion of inflation hedging a top priority for academics, portfolio managers and investors. In this study, we analyse which asset class out of gold, stocks, and real estate has been the best hedge against inflation in Sweden since 1986. READ MORE

3. 2. Gold – a hedge, safe haven or a diversifier - A comparison between the Swedish and the American financial market

   University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Author : Johannes Schmidt; Mikael Westerbäck; [2020-02-21]
   Keywords : Efficient frontier; investments strategies; Sharpe Ratio; gold; stocks; bonds; hedge; safe haven; portfolio analysis;

   Abstract : The purpose of this study is to investigate the role of gold as a financial asset and comparing the result between the American and the Swedish financial market. Using time series data for monthly and daily returns of S&P500, OMXS30, American 10-year bonds, Swedish 10-year bonds, oil and gold this study analyzes if gold has been a hedge, safe have or a diversifier for Swedish and American stocks and bonds the last 20 years. READ MORE