Essays about: "Sharpe ratio"

Showing result 21 - 25 of 198 essays containing the words Sharpe ratio.

  1. 21. 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

  3. 22. Key Determinants of Gold Price and testing for the optimal S&P 500/Gold allocation.

    University essay from

    Author : Leonard Lenhoff; Jesper Persson; [2022-07-01]
    Keywords : ;

    Abstract : In the light of an ever more intense discussion regarding the potential benefits of investing in physical gold, this study aims to provide investors with a deeper understanding for the fundamental drivers of gold price development, as well as give investors a fact-based approach on how gold investments can be incorporated in a stock market portfolio most optimally. By processing data gathered from a range of selected professionals with expertise within the field of gold, the result of this study reveals that the US Monetary Supply, Geopolitical risks and US real interest rates are deemed to be three key determinants of gold prices, giving unique insights regarding the expected characteristics of the market. READ MORE

  4. 23. How to choose green?

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Adrian Thureborn; Jakob Ödman; [2022-02-28]
    Keywords : ;

    Abstract : This paper investigates if there is any difference between active managed funds and passive managed funds in regard to their risk-adjusted return. The thesis focuses on Swedish sustainable funds that invest in accordance with the ESG (environmental, governance and social) criteria during the time period 2011-2021. READ MORE

  5. 24. Deep learning, LSTM and Representation Learning in Empirical Asset Pricing

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Benjamin von Essen; [2022]
    Keywords : LSTM; empirical asset pricing; deep learning; representation learning; neural networks; LSTM; empirisk tillgångsvärdering; djupinlärning; representationsinlärning; neurala nätverk;

    Abstract : In recent years, machine learning models have gained traction in the field of empirical asset pricing for their risk premium prediction performance. In this thesis, we build upon the work of [1] by first evaluating models similar to their best performing model in a similar fashion, by using the same dataset and measures, and then expanding upon that. READ MORE

  6. 25. 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