Essays about: "Risk-adjusted rate of return"

Showing result 6 - 10 of 14 essays containing the words Risk-adjusted rate of return.

1. 6. Optimising Emerging Market Currency Carry Trades using Risk Indicators

   University essay from 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

3. 7. Do hedge funds yield greater risk-adjusted rate of  returns than mutual funds?A quantitative study comparing hedge funds to mutual funds and hedge fund strategies

   University essay from KTH/Matematisk statistik; KTH/Matematik (Avd.)

   Author : Oscar Börjesson; Sebastian Rezwanul HaQ; [2014]
   Keywords : Hedge fund; absolute returns; hedge fund strategies; regression analysis; mutual funds; risk-adjusted return; Sharpe ratio; Effective market hypothesis; Hedgefond; absolutavkastning; hedgefondsstrategier; regressionsanalys; aktiefond; riskjusterad avkastning; Sharpekvot; Effektiva marknadsteorin;

   Abstract : In recent times, the popularity of hedge funds has undoubtedly increased. There are shared opinions on whether hedge funds generate absolute rates of returns and whether they provide a strong alternative investment to mutual funds. READ MORE

4. 8. Is there a cost of being ethical?

   University essay from KTH/Fastigheter och byggande

   Author : Fredrik Carle; Joakim Villner; [2014]
   Keywords : Ethical funds; SRI; risk-adjusted return; Etiska fonder; SRI; riskjusterad avkastning;

   Abstract : Sweden is one of the countries in the world where investing in mutual funds is most prevalent among the population. The supply of funds in the market has increased significantly in recent decades as well as the public debate on ethical issues. This has contributed to the development of the market for ethical funds. READ MORE

5. 9. Correlations within and between Markets and Commodities

   University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Author : Ivar Nilsson; Oskar Thulin; [2013-06-13]
   Keywords : Finance; Econometrics;

   Abstract : With a growing interaction between markets, when all markets and exchanges are being inuenced by the globalisation, the correlations between markets and com- modity exchanges becomes an interesting topic. How are they related to each other is the question this study tries to answer. READ MORE

6. 10. A case study on the risk-adjusted- financial performance of The Vice Fund : The risk-adjusted-financial performance of this fund will be evaluate through a comparison with an other mutual fund having a different investment strategy and with two benchmarks.

   University essay from Företagsekonomi

   Author : Arthur Bernardin; Camille Dumoussaud; [2013]
   Keywords : fund’s return; Sharpe’s ratio; normalized Sharpe’s ratio; modified Sharpe’s ratio; Treynor’s ratio; Jensen’s ratio; sin fund;

   Abstract : Nowadays, there is a debate about the possibility that sin stocks bring higher returns than other ones to the investors. This thesis is a case study on a mutual fund: The Vice Fund. This US fund has a specific investment strategy: it invests in sin stocks. READ MORE