Essays about: "Risk-adjusted Cost Model"

Showing result 1 - 5 of 12 essays containing the words Risk-adjusted Cost Model.

1. 1. Negative Screening : an analysis of the cost or benefit related to screening on industries

   University essay from Uppsala universitet/Företagsekonomiska institutionen

   Author : Elin Kristoffersson; Noël Klarberg; [2022]
   Keywords : Sustainable finance; ESG; negative screening; industries; risk-adjusted return; cost; benefit; portfolio performance; CAPM; Fama-French; Carhart; Sharpe ratio;

   Abstract : This thesis studies the increasingly prevalent concept of sustainability in a financial context. Specifically, the question as to whether negative screening implies a cost or a benefit from an investor perspective is derived from past research’s inconclusive findings. READ MORE

3. 2. Analysis of the Performance of ETFs. A study on the US market

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Thi Kim Lien Vu; Salome Tskhoidze; [2021]
   Keywords : ETF; portfolio optimization; Sharpe ratio; financial downturns; benchmark; Business and Economics;

   Abstract : Exchange Traded Funds are known as a relatively recent financial innovation and have been gaining investors' interest in recent years. The performance of ETF in comparison to other benchmarks is still the central concern when investors make an investment decision. READ MORE

4. 3. What does it cost to invest with preferences? : What does investors lose/gain on investing in sin-stocks versus SRI investing?

   University essay from Högskolan Väst/Avd för juridik, ekonomi, statistik och politik

   Author : Sara Nilsson; Jennifer Ramare; [2021]
   Keywords : SRI-investing; Sin-stocks; risk-adjusted returns; Sharpe ratio; Modern Portfolio Theory;

   Abstract : This paper analyses the difference in risk-adjusted returns between Sin-stocks and SRI-investing for the period 2001-2021. The analysis was conducted by creating two optimally risky portfolios according to the Modern Portfolio Theory, one comprised of only Sin-stocks and one with only high ESG scoring companies. READ MORE

5. 4. Strategy Analysis and Portfolio Allocation : A study using scenario simulation and allocation theories to investigate risk and return

   University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

   Author : Emil Bylund Åberg; Johannes Fåhraeus; [2020]
   Keywords : Allocation theories; Markowitz; Black-Litterman; scenario modeling; risk measures; return; benchmark; investment strategy; Allokerings teorier; Markowitz; Black-Litterman; scenario moderering; riskmått; avkastning; jämförelseindex; investerings strategier;

   Abstract : Portfolio allocation theories have been studied and used ever since the mid 20th century. Nevertheless, many investors still rely on personal expertise and information gathered from the market when building their investment portfolios. READ MORE

6. 5. Risk-adjusted Earned Value and Earned Duration Management models for project performance forecasting

   University essay from Blekinge Tekniska Högskola/Institutionen för industriell ekonomi

   Author : Ilektra-Georgia Apostolidou; Georgios Karmiris; [2019]
   Keywords : Project monitoring; Project forecasting; Financial risk; Earned Value Management; Earned Duration Management; Schedule Performance Index; Duration Performance Index; Cost performance Index; Program Performance Index; Risk Coefficient; Risk-adjusted Schedule Model; Risk-adjusted Cost Model; Risk-adjusted Man-hours Model; Statistical Analysis; Decision Support System;

   Abstract : Project control is essential to ensure that the investment on a project is providing the intended benefits and is valuable to the customers. Previous methods offer project performance monitoring and forecasting tools, but they lack accuracy and the associated techniques omit the project financial risk (any unplanned event that has an impact on schedule and budget); the main factor of project failure. READ MORE