Essays about: "Treynor-Black model"

Found 2 essays containing the words Treynor-Black model.

1. 1. Applying Treynor-Black Model with AP7 Såfa in the Swedish Premium Pension System : To choose between active and passive portfolio management

   University essay from Karlstads universitet/Handelshögskolan (from 2013)

   Author : Albin Tyllgren; [2021]
   Keywords : Index Funds; Mutual Funds; Premium Pension System; Treynor-Black Model;

   Abstract : Background: Since 1998 Sweden has individual accounts as a part of both public and occupational schemes (Sundén 2006). Yearly, 2,5% of the pensionable income is set aside to the premium pension (The Swedish Pension Agency 2021) Individuals are able to choose how the premiums should be paid in the system and in what way the money should be invested, either by choosing from the fund market or by refraining from making an active choice and instead let the Swedish pension agency management their money in the passive alternative called AP7 Såfa. READ MORE

3. 2. Should you put some of your eggs in the peer-to-peer lending basket?

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Joar Ölund; Triin Öun; [2018]
   Keywords : Peer-to-Peer P2P lending; Modern Portfolio Theory; Treynor-Black model;

   Abstract : This thesis examines whether an Estonian peer-to-peer loan portfolio can be an attractive diversification opportunity for retail investors. The posed research question is answered using the data from the Estonian P2P lending platform Bondora from 1 January 2013 to 31 December 2017 and using two different approaches: The Modern Portfolio Theory and the Treynor-Black Model. READ MORE