Essays about: "Risk-Adjustment Returns"
Showing result 1 - 5 of 11 essays containing the words Risk-Adjustment Returns.
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1. Net Present Value of Investments in Data Warehousing and Differences Across Firm Sizes
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : The continuous advent of data management technologies has enabled small and medium-sized enterprises (SME)s like Transalb Kühl- und Express-GmbH, a small German trucking company, to explore the strategic and financial benefits of data warehousing. This case study evaluates the data warehouse investment at Transalb by employing a Net Present Value (NPV) analysis to determine its financial viability. READ MORE
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2. Skill, Scale and Investor Return in Established and Emerging Markets - An empirical study of equity mutual fund performance between markets with contrasting characteristics
University essay fromAbstract : In this report we empirically analyze the effects of returns to scale for equity mutual funds in the Nordic and Asian regions. We also investigate whether or not funds generate alpha (i.e., have skill). READ MORE
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3. To Spin Off or Not To Spin Off?
University essay from Handelshögskolan i Stockholm/Institutionen för marknadsföring och strategi; Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringAbstract : This study investigates the value creation of U.S. spin-offs undertaken between 2010 and 2017 from three perspectives. Firstly, shareholder wealth creation is analyzed through tests on unadjusted abnormal announcement-day returns and unadjusted abnormal long-term returns. READ MORE
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4. Trading strategies based on a pattern detection algorithm
University essay from Umeå universitet/Institutionen för matematik och matematisk statistikAbstract : This thesis aims to develop a method to algorithmically detect patterns used in technical analysis. Non-parametric Kernel regression is used to smoothen the otherwise extremely noisy data of how stock prices develop over time. To find these patterns, Previously described quantitatively defined criteria are used with some modifications. READ MORE
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5. Returns to Buying Winners and Selling Losers
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : The argument put forward in this paper is that stocks listed on the Stockholm Stock Exchange, from 1993 to 2016, exhibits return continuation over an intermediate-horizon. The best performing strategy, which selects stocks based on the previous six months’ returns and holds the portfolio for three subsequent months, yields an average monthly return of 2. READ MORE