Essays about: "Sharpe Index"

Showing result 11 - 15 of 84 essays containing the words Sharpe Index.

  1. 11. Portfolio Optimization: The search for an optimal portfolio with cryptocurrencies and S&P 500

    University essay from

    Author : Anton Rapp; Henrik Thorwaldsson; [2022-07-11]
    Keywords : Portfolio optimization; Miniumum variance portfolio; Capital allocation line; Cryptocurrency; Diversification;

    Abstract : This thesis’ aim is to create an optimal portfolio consisting of Bitcoin, Ethereum and S&P 500. We also examine the minimum variance portfolio with the framework of Markowitz's mean variance optimization model. READ MORE

  3. 12. Investing without conscience

    University essay from

    Author : Olle Blennskog; Markus Gillesén; [2022-07-11]
    Keywords : ;

    Abstract : The chase for maximum returns is a race every investor participates in. The number of investing strategies is almost equal to the number of investors, and everyone claims that their strategy is the best. READ MORE

  4. 13. Portfolio Diversification with Commodities : From a Swedish Perspective

    University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

    Author : Simon Derenkow; Max Walméus; [2022]
    Keywords : Commodities; DCC-GARCH; OMXSPI; Inflation; Correlation; Diversification; Modern Portfolio Theory;

    Abstract : This paper investigates the diversification characteristics of commodities in relation to the Swedish equity index OMXSPI. Much of the previous literature concludes that gold and oil possess diversification or hedging properties against the US equity markets. READ MORE

  5. 14. Examination of AI-based ESG-scores as a valid source of alpha in the Swedish investing landscape

    University essay from Lunds universitet/Matematisk statistik

    Author : Marcus Haevaker; [2022]
    Keywords : Mathematics and Statistics;

    Abstract : Investing based on environmental, social, and governmental (ESG) criteria has grown rapidly in recent years. The trend has been driven by both an increased interest in sustainability, and the fact that ESG related corporate events have been shown to influence stock prices. READ MORE

  6. 15. Does a portfolio of growth stocks outperform a portfolio of value stocks? : Evidence from Sweden and Norway

    University essay from Umeå universitet/Företagsekonomi

    Author : Lina Andersson; Daniella Holmgren; [2022]
    Keywords : Growth stocks; Value stocks; P E ratio; Sharpe ratio; Jensen’s alpha; behavioural finance; efficient market hypothesis; financial crises;

    Abstract : A high return is a driving factor for most investors. The ways to reach success are many and different investment strategies on how to earn high returns have been discussed for decades. READ MORE