Essays about: "Stockholm Benchmark Index"

Showing result 31 - 35 of 38 essays containing the words Stockholm Benchmark Index.

  1. 31. Determinants of Swedish Covered Bond Spreads

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Erik Fredriksen; Walter Minehuber; [2012]
    Keywords : Covered bonds; bond spreads;

    Abstract : We analyze covered bonds issued by all major financial Swedish institutions. Based on theoretical considerations we deduce a linear regression model of bond spreads where the benchmark is the government curve, and the swap curve. READ MORE

  3. 32. Minimum Variance Portfolios in the Swedish Equity Market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Erik Bork; Bardi Jonsson; [2011]
    Keywords : Minimum Variance Portfolios; Investment Strategy; Swedish Equity; Portfolio Optimization; Predicting Covariance;

    Abstract : Recent research in finance has suggested an investment strategy aimed at reducing volatility without sacrificing returns. This is the concept of minimum variance trading strategies, which has gained popularity in both academia and the industry in recent years. READ MORE

  4. 33. An Event Study of Insider Trading on the Iceland Stock Exchange

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Brynhildur Kjartansdottir; [2009]
    Keywords : Insider; Event Study; Investments;

    Abstract : The purpose of this study is to examine whether insiders on the Icelandic market generate abnormal returns. The abnormal returns are defined as the cumulative average abnormal return (CAAR) where the Iceland All-Share Index serves as the benchmark. READ MORE

  5. 34. Are Market Capital Weighted Indices Suboptimal?

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Carl Sjölund; Magnus Grufman; [2008]
    Keywords : Fundamental Indexation; Passive Portfolio Management; Enhanced Index;

    Abstract : A vast amount of money is invested in funds trying to replicate different market capitalisation weighted benchmark indices, even though finance literature and scholars deny the mean-variance efficiency of these kinds of indices. This study investigates if market imperfections inherent in market capitalisation weighted indices can be mitigated by implementing weighting by fundamental metrics and growth adjusted fundamental metrics. READ MORE

  6. 35. Active Management in Swedish National Pension Funds: An Analysis of Performance in the AP-funds

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Sara Blomstergren; Jennifer Lindgren; [2008]
    Keywords : Active management; pension funds; alpha;

    Abstract : This paper investigates the active management in the Swedish National Pension Funds. Monthly returns have been collected from two out of six funds for the time period 1 January 2003 to 31 December 2007. READ MORE