Essays about: "Sharpekvot"

Found 5 essays containing the word Sharpekvot.

1. 1. A Neural Network Approach for Generating Investors’ Views in the Black-Litterman Model

   University essay from KTH/Matematik (Avd.)

   Author : Rafael Lavatt; [2022]
   Keywords : Black-Litterman; Neural Networks; Portfolio Optimization; Black-Litterman; Neurala nätverk; portföljoptimering;

   Abstract : This thesis investigates how neural networks can be used to produce investors' views for the Black-Litterman market model. The study uses two data sets, one with global stock market indexes and one with stock market data from the S&P 500. READ MORE

3. 2. Morningstar Ratings, Mutual Fund Flows and Performance : Investigating the Swedish Domestic Fund Market

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

   Author : DAVID OHLSSON; [2021]
   Keywords : Morningstar Ratings; Mutual Funds; Fund Flows; Performance; Four-Factor Alpha; Sharpe Ratio; Morningstar Ratings; Fonder; Fondflöden; Prestanda; Carharts Alfa; Alfa; Sharpekvot;

   Abstract : Morningstar ratings are a popular way for investors to compare mutual funds. This thesis focuses on Swedish domestic equity funds. The relation of Morningstar ratings and fund flows was studied. Additionally, the short-term performance predictability using star ratings was investigated. READ MORE

4. 3. Beating the MSCI USA Index by Using Other Weighting Techniques

   University essay from KTH/Matematisk statistik

   Author : Trotte Boman; Samuel Jangenstål; [2017]
   Keywords : ;

   Abstract : In this thesis various portfolio weighting strategies are tested. Their performance is determined by their average annual return, Sharpe ratio, tracking error, information ratio and annual standard deviation. READ MORE

5. 4. Do hedge funds yield greater risk-adjusted rate of  returns than mutual funds?A quantitative study comparing hedge funds to mutual funds and hedge fund strategies

   University essay from KTH/Matematisk statistik; KTH/Matematik (Avd.)

   Author : Oscar Börjesson; Sebastian Rezwanul HaQ; [2014]
   Keywords : Hedge fund; absolute returns; hedge fund strategies; regression analysis; mutual funds; risk-adjusted return; Sharpe ratio; Effective market hypothesis; Hedgefond; absolutavkastning; hedgefondsstrategier; regressionsanalys; aktiefond; riskjusterad avkastning; Sharpekvot; Effektiva marknadsteorin;

   Abstract : In recent times, the popularity of hedge funds has undoubtedly increased. There are shared opinions on whether hedge funds generate absolute rates of returns and whether they provide a strong alternative investment to mutual funds. READ MORE

6. 5. Piller för hajar : En jämförelse av läkemedelsfonder på den svenska marknaden år 2003-2008

   University essay from Institutionen för ekonomi och företagande

   Author : Sandra Huuki; Erik Åström; [2008]
   Keywords : läkemedelsfonder; finansiering;

   Abstract : Under det senaste decenniet har fondsparandet ökat i Sverige till den grad att i stort sett vartenda hushåll har någon form av fondsparande. Med detta kommer fler insatta sparare, flera fondbolag och fonder, samt ökad medial uppmärksamhet. READ MORE