Essays about: "Passive Investment"

Showing result 6 - 10 of 57 essays containing the words Passive Investment.

1. 6. Asset Pricing in Different Periods of Stock Market Volatility : The Varied Effectiveness of Carhart's Four-Factor Model in the Swedish Market

   University essay from Umeå universitet/Företagsekonomi

   Author : Robin Munkhammar; Svensson Hampus; [2023]
   Keywords : Capital Asset Pricing Models; Carhart Four-Factor Model; Swedish Stock Market Volatility;

   Abstract : Investing in the Swedish stock market has over time proven to be an effective way to increase wealth. Nationally speaking, Sweden’s population is also one of the best in the world at investing their savings. Four out of five swedes invest at least some part of their private savings into mutual funds which approximately amounts to 8. READ MORE

3. 7. Investigating the Performance of Random Forest Classification for Stock Trading

   University essay from KTH/Skolan för teknikvetenskap (SCI)

   Author : Oscar Nordfjell; Gustav Ring; [2023]
   Keywords : Random Forest; Random Forest Classification; Stock Trading; Trading Strategy;

   Abstract : We show that with the implementation presented in this paper, the Random Forest Classification model was able to predict whether or not a stock was going to increase in value during the coming day with an accuracy higher than 50\% for all stocks included in this study. Furthermore, we show that the active trading strategy presented in this paper generated higher returns and higher risk-adjusted returns than the passive investment in the stocks underlying the strategy. READ MORE

4. 8. The Determinants of Private Placement Discounts and Announcement Effects : Insights from the Stockholm Stock Exchange

   University essay from Uppsala universitet/Företagsekonomiska institutionen

   Author : Erik Lönnberg; Mattias Stridh; [2023]
   Keywords : Private equity placements; discounts; announcement effects; monitoring hypothesis; information hypothesis; motivations;

   Abstract : This study examines the determinants of private placement discounts and announcement effects on the Stockholm Stock Exchange between 2014 and 2022. The results show that private placement announcement effects are significantly positive, reinforcing the empirical support for the monitoring hypothesis and information hypotheses. READ MORE

5. 9. Too Big to be Passive

   University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

   Author : Jonny Jin; Cornelia Rathsman; [2022]
   Keywords : Institutional investors; Passive investments; Corporate Governance; Shareholder Value; Incentives;

   Abstract : This thesis draws upon 12 in-depth interviews, with senior managers and investment professionals from 7 leading institutional investors in Sweden, to explore how they reason and work with corporate governance in their passive investments. Using Foucault's theory of disciplinary power as a theoretical framework, we found that institutional self-discipline complements earlier research in the area, mainly as a tool for explaining their incentives to engage in ownership. READ MORE

6. 10. Active versus passive: Does increased investments in passive funds have an effect on active fund performance?

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Elliot Corell; Jacob Hjelmstedt; [2022]
   Keywords : Index fund; Mutual fund; Passive investment; Active investment; Alpha;

   Abstract : In recent decades, there has been a shift towards investing in passively managed funds. Grossman and Stiglitz (1980) describe in their theoretical paper how the share of uninformed investors is positively correlated to the utility of being informed. READ MORE