Essays about: "Swedish Equities"

Showing result 1 - 5 of 29 essays containing the words Swedish Equities.

1. 1. Flight to climate: liquidity commonality in brown equities

   University essay from Stockholms universitet/Företagsekonomiska institutionen

   Author : Haiping Yu; [2023]
   Keywords : ESG; ESG Investing; Climate investing; Liquidity Commonality; Systematic Liquidity Risk;

   Abstract : Emerging ESG studies have established a negative equilibrium correlation between ESG factors and stock returns in an economy predominately influenced by investors with nonpecuniary preference over high ESG credentials. However, little research has delved into a potential systematic liquidity risk phenomenon associated with aggregate trading activities of ESG-motivated investors who share a common nonzero ESG preference component in their utility function. READ MORE

3. 2. Decoding the Winning Strategy - An in-depth study of Swedish closed-end funds

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Fredrik Stenberg; Markus Albert; [2023]
   Keywords : Closed-end funds; predictability of stock returns; predicting investor targets; active ownership; Business and Economics;

   Abstract : The predictability of stock returns, prediction of buyout targets and value creation by activist owners are well-researched areas. However, Swedish closed-end funds' outstanding performance has received little attention. READ MORE

4. 3. Diversifying the Swedish Market Portfolio

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Elias Johansson; Karin Olofsson; [2019]
   Keywords : CAPM; Market Portfolio; Cost of Equity; Risk; Swedish Financial Market; Business and Economics;

   Abstract : According to the Capital Asset Pricing Model (CAPM), the cost of equity estimates are a function of the systematic risk relative to the market portfolio. The market portfolio is a non-observable portfolio containing all investible assets in the world. CAPM is a well-established model in practice. READ MORE

5. 4. Reducing the Carbon Footprint of Equity Portfolios

   University essay from Göteborgs universitet/Graduate School

   Author : Harpa Sif Jonsdottir; Sheida Palmelind; [2017-07-26]
   Keywords : Portfolio Optimization; Carbon Footprint; Tracking Error; Sustainable Investments; Factor Analysis; Climate Risk; Green Finance; Swedish Equities;

   Abstract : This paper investigates the e ect of reducing the carbon footprint of Swedish equity portfolios. In order to decrease CO2e emission of investments, the constituents of the portfolios are re-weighted with regards to their carbon footprint, while minimizing the tracking error against a benchmark portfolio. READ MORE

6. 5. Application of the Kelly Criterion on a Self-Financing Trading Portfolio -An empirical study on the Swedish stock market from 2005-2015

   University essay from

   Author : Oskar Markusson; Emil Ohlsson; [2017-07-05]
   Keywords : Kelly Strategy; Portfolio Money Management; Abnormal Returns; Swedish Equities; Geometric Mean Maximization; Kelly Criterio;

   Abstract : A Kelly strategy theoretically optimizes the growth rate of investor’s capital. This paper evaluates its usefulness on the Swedish stock market between 2005 and 2015 by comparing returns to that of common portfolio strategies and a market index. READ MORE