Essays about: "Portfolio holdings"

Showing result 1 - 5 of 31 essays containing the words Portfolio holdings.

1. 1. Fund Managers' Awareness of Announcement Premiums: A Study on Fund Managers' Investment Decisions

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Thomas Paal; Anton Svensson; [2023]
   Keywords : Mutual Funds; Earnings Announcement Premium; Macroeconomic Announcement Premium; Decreasing Exposure; Fund Outflows;

   Abstract : In this paper, we interview fund managers of actively managed Swedish mutual funds to understand how they trade around earnings announcements. Based on an academic paper that we use as the basis for our paper, the authors of the paper find that fund managers on average tend to decrease their exposure to stocks ahead of earnings announcements, even though there is a significantly increased risk-reward and earnings announcement premium to earn ahead of the announcements. READ MORE

3. 2. Personalized Investment Recommendations Using Recommendation Systems

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Lorik Sadriu; [2023]
   Keywords : Recommendation systems; Deep learning; Institutional investors; Investment decision-making; Mean-variance spanning test; Cross-Selling; Business and Economics;

   Abstract : This paper presents a Deep Learning-based Hybrid Recommendation System (DLHR) designed specifically for institutional investors with public portfolio holdings on the Stockholm Stock Exchange. The objective is to provide personalized investment recommendations, complement existing portfolios, and explore untapped cross-selling opportunities. READ MORE

4. 3. The potential effects of the new FDI screening mechanism on Chinese FDI in Sweden

   University essay from Uppsala universitet/Företagsekonomiska institutionen

   Author : Jovan Abdulrahman; Likun Sun; [2023]
   Keywords : FDI screening; M A; Sweden; Regulation EU 2019 452;

   Abstract : Background: Regulation (EU) 2019/452 provides a European Union framework for the screening of direct investments from non-EU countries on the grounds of security or public order. It has taken effect for three years; however, Sweden is at a stage of preparatory to enact such a mechanism. READ MORE

5. 4. The Risk Profile of the Federal Reserve's System Open Market Account Holdings of Domestic Treasury Securities and its Implications for United States Taxpayers

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Linnea Rimberg; Astrid Linder; [2023]
   Keywords : Risk; Federal Reserve; System Open Market Account Holdings; Domestic Treasury Securities; Interest rate;

   Abstract : The composition of the System Open Market Account Holdings of Domestic Treasury Securities, along with its financial risks, may have implications for the funds transferred to the U.S. Treasury, potentially leading to higher taxes for American citizens. READ MORE

6. 5. Modelling Risk in Real-Life Multi-Asset Portfolios

   University essay from KTH/Matematik (Avd.)

   Author : Karin Hahn; Axel Backlund; [2023]
   Keywords : Risk modelling; multi-asset portfolios; risk factor models; time series analysis; regression; Riskmodellering; finansiella portföljer; riskfaktormodeller; tidsserieanalys; regression;

   Abstract : We develop a risk factor model based on data from a large number of portfolios spanning multiple asset classes. The risk factors are selected based on economic theory through an analysis of the asset holdings, as well as statistical tests. READ MORE