Essays about: "Sharpe Ratio."

Showing result 1 - 5 of 198 essays containing the words Sharpe Ratio..

  1. 1. Combining Value Investing with Quality Investing: Empirical Evidence from the European and Nordic Stock Markets

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Oleksii Chepil; [2024]
    Keywords : value investing; quality investing;

    Abstract : The aim of this thesis is to explore whether stock selection based on five value metrics and six quality metrics can generate superior returns compared to the overall market. The selected markets are the Nordic one (Nasdaq OMX Nordic 120 being the benchmark) and the European one (STOXX Europe 600 being the benchmark), while the selected time period is 2001-2023 for Europe and 2010-2023 for the Nordics. READ MORE

  3. 2. The value of a good deed; ESG-scores and returns in the Nordic stock markets

    University essay from

    Author : Axel Olausson; Axel Pettersson; [2023-11-07]
    Keywords : Stock returns; ESG; Risk-adjusted returns; Adjusted Sharpe ratio; unequal variance t-test; Nordic market;

    Abstract : This paper seeks to answer which effect ESG-scores have on risk-adjusted returns for stocks listed on Nordic stock markets. To answer this, we create five null hypotheses and use unequal variance t-tests to determine if the hypotheses can be rejected. READ MORE

  4. 3. Do actively managed Sweden funds yield higher return better than passively managed funds, during a volatile market, when taking risk into account?

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Allan Mohideen; Robin Lopes; [2023-08-25]
    Keywords : ;

    Abstract : This paper is examining if Swedish actively managed funds is creating more value for investors compared to Swedish index funds. The study is focused on the time period 2012-2022. Three risk-adjusted measurements are used to execute this mission. READ MORE

  5. 4. ESG Balancing the Books and the Planet: A Quantitative Analysis of Risk-Adjusted Returns in ESG and Traditional Funds

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Benjamin Javidi; Malin Larsson; [2023-08-25]
    Keywords : Capital Asset Pricing Model CAPM ; Fama-French three-factor model; ESG; Sharpe ratio; OLS Regression Analysis; Modern Portfolio Theory;

    Abstract : The demand for sustainable investment has increased in the last decade. “Environmental, Social and Governance” (ESG) are characteristics within sustainable investment and are commonly considered in private investing. READ MORE

  6. 5. Constructing the ESG-Sharpe ratio frontier for ESG screened Portfolios

    University essay from Linköpings universitet/Produktionsekonomi

    Author : Christian Vujic; Linus Bäckbro Kuusisto; [2023]
    Keywords : ESG- Sharpe ratio frontier;

    Abstract : .... READ MORE