Essays about: "Risk-adjusted rate of return"

Showing result 1 - 5 of 13 essays containing the words Risk-adjusted rate of return.

  1. 1. A Comparative Study on Green Mutual Equity Fund’s Financial Performance : International vs Domestic Fund Composition

    University essay from Umeå universitet/Företagsekonomi; Umeå universitet/Företagsekonomi

    Author : Janusa Aiyadurai; Mathias Brenckert; [2020]
    Keywords : Risk-adjusted rate of return; mutual fund; performance; green investing; international diversification; Modern Portfolio Theory; Stewardship Theory; Home Bias Theory; Behavioral Finance; Sharpe Index; Jensen Index; Treynor Index;

    Abstract : In this thesis the relationship between regional composition and risk-adjusted performance is evaluated concerning Swedish issued green mutual equity funds. By using three different indices; Sharpe, Jensen and Treynor, a relationship has been able to establish. READ MORE

  2. 2. Time to purchase your ownhouse : The resistance of housing investments againstmacroeconomic shocks

    University essay from KTH/Fastigheter och byggande

    Author : Quinglin Ouyang; [2020]
    Keywords : House price index; Sharpe ratio; macroeconomic shocks; vector auto-regression; bostadsprisindex; Sharpe ratio; makroekonomiska chocker; vektor autoregressiva-modeller;

    Abstract : Housing is both a durable good and an investment vehicle, which makes it importantin people’s daily life aswell as for a nation’s economy. This thesis innovatively applies the Sharpe ratio on evaluating the performance of the US residentialhousing market within the time period from 2005:Q1 to 2019:Q3, andinvestigates how this performance would react upon macroeconomic shocks,including sudden changes in GDP growth rate and personal income growthrate, by establishing a vector auto-regression model with the lag order of four. READ MORE

  3. 3. What drives the price development of cryptocurrencies? An empirical study of the cryptocurrency market.

    University essay from

    Author : Jenny Asplund; Felicia Ivarsson; [2018-06-27]
    Keywords : Cryptocurrency; Cryptocurrencies; Bitcoin; Ethereum; Ripple; Litecoin; Panel Data; Risk-adjusted Return;

    Abstract : The novelty, the rapid growth rate and the high volatility of cryptocurrencies have led to great uncertainty without any consensus on whether cryptocurrency is a medium of exchange or a speculative investment. This uncertainty raises the question of what actually drives the price development of cryptocurrencies. READ MORE

  4. 4. The efficiency of financial markets : A dual momentum trading strategy on the Swedish stock market

    University essay from Umeå universitet/Nationalekonomi

    Author : André Netzén Örn; [2018]
    Keywords : ;

    Abstract : An interesting topic in the financial world is whether the markets are efficient or if the deviate from a random walk. There have been numerous studies on this topic, investigating if technical trading strategies can be used to create excess returns in the stock market. READ MORE

  5. 5. Optimising Emerging Market Currency Carry Trades using Risk Indicators

    University essay from KTH/Industriell ekonomi och organisation (Inst.); KTH/Industriell ekonomi och organisation (Inst.)

    Author : Wiktor Mlynarczyk; Mattias Berggren; [2015]
    Keywords : currency carry trade; emerging markets; risk indicator; valutahandel; tillväxtmarknader; riskindikator;

    Abstract : The currency carry trade – whereby one simultaneously borrows in a currency with low interest rate and invests in a currency with high interest rate – is estimated to be at least USD 2.0 trillion in emerging markets alone. READ MORE