Essays about: "Sharpe Index"

Showing result 16 - 20 of 84 essays containing the words Sharpe Index.

  1. 16. Developing an Infrastructure Index in Accordance with Investor Expectations

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Ludvig Frykholm; Jacob Toresson; [2022]
    Keywords : infrastructure; infrastructure investments; infrastructure index; infrastructure asset class; index methodology; listed equity market; infrastruktur; infrastrukturinvesteringar; infrastrukturindex; infrastruktur som tillgångsklass; indexmetodik; aktiemarknad;

    Abstract : Infrastructure consists of facilities and services that are considered essential to the functioning and economic productivity of society (Preqin, 2022). The rapid economic growth over the past decades has led to an increase in the demand for fundamental functions such as energy, telecommunications, and transportation. READ MORE

  3. 17. Active versus Passive fund performance : A quantitative study in risk-adjusted return between actively and passively managed equity funds from 2010 until 2021 including the COVID-19 pandemic

    University essay from Jönköping University/IHH, Nationalekonomi

    Author : Albert Karlsson; Samuel Krantz; [2022]
    Keywords : ;

    Abstract : The following paper is a quantitative study that examine whether actively managed equity funds have a higher risk-adjusted return than index funds. The study uses the performance measurement Sharpe ratio to determine the risk-adjusted return for the funds. The time-period of the examination was between January 2010 until December 2021. READ MORE

  4. 18. Cryptocurrencies and Market Indices: A Markowitz Portfolio Optimization Problem

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Espen Lever; [2022]
    Keywords : Cryptocurrency; Bitcoin; Ethereum; Sharpe ratio; Market index; Business and Economics;

    Abstract : This thesis will explore the role of cryptocurrencies in a market index portfolio. The portfolios of a mix of Bitcoin, Ether and the market indices S&P 500, OMXS30 and VTI will be examined and optimized to maximize the Sharpe ratio. READ MORE

  5. 19. A Study on the Market and Movements of Cryptocurrencies

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

    Author : William Isaksson; [2022]
    Keywords : Risk management; Portfolio analysis; Cryptocurrency; Nasdaq; Style analysis; PCA; Blockchain.;

    Abstract : There has been much debate among investors on the benefits cryptocurrencies can have for portfolios and how their prices moves in the market. It is not difficult to see that cryptocurrencies are very volatile, yet that does not prevent investors from pouring tons of money in crypto-investments that either generate huge returns or catastrophic losses. READ MORE

  6. 20. Impact of Transaction costs on dynamic portfolio optimizations : A comparison of active and passive investing in the realm of the Swedish stock market

    University essay from Jönköping University/Internationella Handelshögskolan

    Author : Toma Georgiev; Harbi Kurmakhadov; [2022]
    Keywords : Dynamic Optimization; Active Investing; Passive Investing; Transaction Costs; OMX30; Modern Portfolio Theory;

    Abstract : A growing number of studies have been conducted in the sphere of portfolio analysis concerning different approaches for analyzing stocks and outperforming the market. Pioneers in the sphere of portfolio theory like William Sharpe and Harry Markowitz have developed strategies and ratios for portfolio analysis that could generate positive risk-adjusted returns. READ MORE