Essays about: "P E-tal"

Found 3 essays containing the words P E-tal.

  1. 1. Smart Beta - index weighting

    University essay from KTH/Matematisk statistik

    Author : Oscar Blomkvist; [2015]
    Keywords : Smart beta; portfolio optimization; Sharpe ratio; equal weights; diversification; fundamental analysis; P E-ratio; performance; risk; trading cost; market impact.; Smart beta; portföljoptimering; Sharpe-kvot; likaviktad; diversifiering;

    Abstract : This study is a thesis ending a 120 credit masters program in Mathematics with specialization Financial Mathematics and Mathematical Statistics at the Royal Institute of Technology (KTH). The subject of Smart beta is defined and studied in an index fund context. READ MORE

  3. 2. Value vs Growth Stocks : Do Value Stocks Outperform Growth Stocks? Stockholm Stock Markets, 1995-2009

    University essay from Institutionen för ekonomi och företagande

    Author : Gidi A Abadiga; Marcel Neibig; [2012]
    Keywords : ;

    Abstract : Denna studie undersöker om en investering i värdeaktier kan generera en bättre avkastning jämfört med en investering i tillväxtaktier. Historisk data för aktier som handlats på Stockholmsbörsen har sammanställts från diverse källor. Till exempel Börsguide och från databasen Thomson Reuters Ecowin Pro. READ MORE

  4. 3. Value Vs Growth : A study of portfolio returns on the Stockholm Stock Exchange

    University essay from IHH, Företagsekonomi

    Author : Anders Carlström; Rikard Karlström; Jakob Sellgren; [2006]
    Keywords : Finance; P B; P E; Portfolio theory; Efficient market hypothesis; Anomalities.; Finansiering; P B; P E; Portföljteori; Effektiva marknads hypotesen; Abnormaliteter;

    Abstract : Research Questions: • Will a portfolio based on value stocks, on a risk-adjusted basis, outperform a portfolio based on growth stocks on the Stockholm Stock Exchange? • Is the superior strategy able to generate abnormal risk adjusted returns by beating the OMXS in-dex? Purpose: The purpose is to investigate if an investor by purchasing a portfolio based on value stocks will outperform a portfolio based on growth stocks. Furthermore the authors aim to examine if the superior portfolio can beat the OMXS index and create abnormal returns on the Stockholm Stock Exchange. READ MORE