Essays about: "MSCI World Index"

Showing result 1 - 5 of 8 essays containing the words MSCI World Index.

1. 1. Tick-Tock: Time to invest? : A Study of the Investment Performance of Luxury Watches versus Traditional Assets

   University essay from Linköpings universitet/Produktionsekonomi

   Author : Gustav Sjöstedt; Sara Mannerford; [2023]
   Keywords : Veblen goods alternative assets traditional assets luxury watches hedonic pricing method hedonic characteristics regression analysis Sharpe ratio Treynor ratio CAPM Jensen’s alpha;

   Abstract : Background: This study discusses the phenomenon of luxury goods as investment assets,focusing on luxury watches in particular. The rise of globalization and increased wealth,particularly among the middle and high-income groups in developing countries, hascreated a larger potential customer base for luxury items. READ MORE

3. 2. How do ESG assets relate to the financial market? : A Diebold-Yilmaz spillover approach to sustainable finance

   University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

   Author : Shobair Moosawi; Ludvig Segerhammar; [2022]
   Keywords : AR 1 -GARCH p; q ; Commodity; ESG; Equity; Return; Spillover; Sustainability; Sustainable finance; Volatility;

   Abstract : The purpose of this master’s thesis is to investigate to what extent ESG assets and traditional benchmarks affect one another. Since sustainable investment is a growing segment of the financial market, investors need to be informed about how it may affect their portfolios, and by extension if it can be used for portfolio diversification. READ MORE

4. 3. By Vice or Virtue: Does it Pay Off to Sin During Market Downturns?

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : William Sandell; Albin Lindgren; [2021]
   Keywords : Sin stocks; Socially responsible investing; Recession resistance; Alpha; Beta; Business and Economics;

   Abstract : This paper investigates sin stock characteristics through relative return performance compared to the global market index MSCI World, defining stock defensiveness towards market movements (i.e. recession resistance) and abnormal amounts of excess returns. READ MORE

5. 4. The Rise of Cryptocurrencies as an Investment Hedge. The Shift from Traditional Investment Hedges: Can Cryptocurrencies Replace Bonds as an Investment Hedge?

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Nichawan Thamrongsak; Mia Varis; [2021]
   Keywords : Cryptocurrency; Hedging; DCC-GARCH; US Treasury Yields; S P 500; MSCI World Index; Business and Economics;

   Abstract : This thesis uses a dynamic conditional correlation (DCC) model to investigate the correlation between major cryptocurrencies, US government bonds and the S&P 500 and MSCI World indices in order to establish the hedge, safe haven and diversifier properties of cryptocurrencies. While US Treasuries have exhibited negative correlation and hedging properties against equity risk for decades, recent extreme market conditions have caused investors to look for alternative asset classes for hedging. READ MORE

6. 5. ESG Investing; Does it come with a Financial Sacrifice?

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Charlie Tenggren; Jesper Carlsson; [2021]
   Keywords : ESG; Mutual funds; Portfolio theory; Risk-adjusted performance; Investment risk; Business and Economics;

   Abstract : Sustainability issues have been a growing concern in recent years, and as a consequence, the demand for sustainable investments has drastically increased. When considering sustainable investments, common factors taken into account are Environmental, Social, and Governance aspects referred to as ESG. READ MORE