Essays about: "Market Portfolio"

Showing result 21 - 25 of 823 essays containing the words Market Portfolio.

  1. 21. The effect of covid-19 announcement on sustainable investment portfolios : Observation of the flight-to-quality phenomenon

    University essay from Jönköping University/Internationella Handelshögskolan

    Author : Vladislovas Urbonavicius; Iulia Chirita; [2023]
    Keywords : Sustainable investment portfolio; ESG; Covid-19; Flight-to-quality; Market Shock; Cryptocurrency; Proof-of-stake; proof-of-work.;

    Abstract : The economic impact of the COVID-19 pandemic is still an ongoing topic, broadly analysed and discussed in many studies. Recent articles state that sustainable assets can offer return volatility resilience during demand shock events and, in some cases, provide higher returns than their unsustainable counterparts. READ MORE

  3. 22. 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

  4. 23. 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

  5. 24. Structural Review and Performance Evaluation of Real Estate Tokens

    University essay from KTH/Fastighetsekonomi och finans

    Author : Berke Bayhoca; [2023]
    Keywords : Blockchain; Security Token; Real Estate; Portfolio Management; Blockchain; Säkerhetstoken; Fastigheter; Portföljförvaltning;

    Abstract : This thesis study includes quantitative and qualitative research on real estate tokens, one of the leading security tokens. Security tokens, which are based on blockchain technology, are rapidly becoming widespread as new era investment products. Real estate tokens have long stood out as one of the most popular of these tokens. READ MORE

  6. 25. Storskogen's portfolio diversification - A strategy for prosperity?

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Markus Johan Willem Ransved Nilsson; Gustaf Frumerie; [2023]
    Keywords : Serial acquirer; M A; Growth; Value Creation; Book-runners;

    Abstract : This case study provides an in-depth description of the fast-paced M&A compounder Storskogen which has received noticeable media attention since its IPO in October 2021. Through examining the market sentiment surrounding the public market entry, the underwriting process, and its business model, potential reasons for its volatile and relatively poor stock performance are put forward. READ MORE