Essays about: "Russell 3000"

Found 4 essays containing the words Russell 3000.

  1. 1. The Challenges of Sustainable Investing

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Herman Rönnberg; Filip Björkholm; [2023]
    Keywords : ESG; sin stocks; Sustainable investing; Russell 3000; Portfolio Construction; Business and Economics;

    Abstract : Over the past decades, investment preferences towards portfolio construction have changed from focusing solely on profit maximization, into a combination of good financial perfor- mance as well as a responsible sustainability outcome. The purpose of this paper is three- fold: first, to investigate whether a sustainable portfolio based on a high environmental, social and governance (ESG) score contributes to positive returns or affects financial per- formance negatively. READ MORE

  3. 2. ESG-Based Factor Investing

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Martin Bergström; Jacob Svensson; [2020]
    Keywords : ESG; Smart Beta; Factor Investing; Business and Economics;

    Abstract : The purpose of this thesis is to examine if there is a cost, in terms of lower risk-adjusted returns, associated with using ESG factors in the portfolio creation process. The ability of using an ESG Smart Beta strategy, to outperform a passive cap-weighted index and a regular Smart Beta strategy in terms of risk-adjusted returns, was examined. READ MORE

  4. 3. The Power of Long-Term Profitability and Compounding Effects: Empirical Evidence from the US American Market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Felipe Gómez de Larrain; Joachim Bersztel; [2016]
    Keywords : investment strategy; long-term horizon; return predictability; compounding effects;

    Abstract : For the US American market, we examine whether a ten-year non-rebalancing investment strategy that picks stocks largely based on historical return on equity and the degree to which a company reinvests earnings can beat the market. Delisted companies are sold and the proceeds reinvested along dividends at the market return, which we approximate by the Russell 3000 TR index. READ MORE

  5. 4. CAN ONE OUTPERFORM THE MARKET BY INVESTING IN SMALL AND

    University essay from Handelshögskolan vid Umeå universitet

    Author : Mathieu Trembleau; Gustavo Hiodo; [2007]
    Keywords : Efficient Market Hypothesis; Abnormal returns; Size effect anomaly ; Passive strategy; Market Index; S P indices; Russell indices;

    Abstract : This study deals with one of the efficient market hypothesis’ anomaly. The research aims at proving the existence of a size anomaly by answering the question: can you outperform the market by investing in small and mid caps? It is in fact a questioning of the well-know efficient market hypothesis (EMH). READ MORE