Essays about: "Sharpes"

Found 3 essays containing the word Sharpes.

1. 1. Optimised ESG portfolios. Does sustainability sacrifice profit?

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Eric Hellstedt; [2022]
   Keywords : ESG; Sustainable investment; portfolio selection; portfolio optimisation; Sharpe ratio; Business and Economics;

   Abstract : The purpose of this thesis is to investigate the relationship between ESG and portfolio investment. More specifically, we investigate if sustainable portfolios that focus on good ESG performance requires sacrificing profit or if it is possible to maintain a sustainable portfolio with a high financial gain. READ MORE

3. 2. Commodity futures impact on equity funds portfolios

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Oscar Mc Guire; [2015]
   Keywords : Commodity futures; Sharpe s ratio; equity funds; sector funds; portfolio optimization. ; Business and Economics;

   Abstract : In the light of the latest decade of structural change and growth in trade on the commodity markets it is natural to ask the question: Is it worth adding commodity futures to your portfolio? The objective of this paper is to find out if commodity futures does or does not add to the performance of portfolios consisting of equity funds. The theory used is basic portfolio theory, with Sharpe's ratio as the measure of performance. READ MORE

4. 3. Sverigefonder och Globalfonder : Risk och avkastning

   University essay from Institutionen för ekonomi och företagande

   Author : Carl Henningsson; Andreas Petersen; [2006]
   Keywords : Risk; Avkastning; Beta; Sharpes; Treynor;

   Abstract : Uppsatsens syfte är att studera om chansen till högre avkastning i Sverigefonder är värd den högre risken som Sverigefonder har i förhållande till globalfonder. Metoden för detta förhållande bygger på beräkningar av Sharpe- och Treynorkvot, vilka visar förhållandet mellan avkastning och risk. READ MORE