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Showing result 1 - 5 of 29 essays matching the above criteria.

1. 1. Momentum Factor in Swedish Industries A Comprehensive Study during 2016-2022, with Emphasis on the COVID-19 Period

   University essay from Göteborgs universitet/Företagsekonomiska institutionen

   Author : Alex Holm; Ellioth Tilly; Thomas Eklind; [2023-09-01]
   Keywords : Momentum strategies; Volatility; Excess return; Jensen s Alpha; Covid -19. 1;

   Abstract : The momentum strategy is a widely recognized investment approach that aims to generate abnormal returns by buying past winners and selling past losers. The purpose of this thesis is to investigate if the momentum strategy is applicable at Swedish industries and see if there are any differences between a longer and shorter holding and ranking period. READ MORE

3. 2. The Power of the Tides : A Quantitative Study Investigating the Momentum Strategy with 30 Industries

   University essay from Jönköping University/IHH, Företagsekonomi

   Author : Oscar Estéen; Jonathan Landahl; Hugo Karlsson; [2023]
   Keywords : Momentum strategy; industry momentum; risk management; market anomalies; momentum investing; portfolio management;

   Abstract : Background: Buying past winners and selling past losers has historically generated both profits and losses. The momentum strategy has been researched with risk measures and portfolio creation as fundamental components. READ MORE

4. 3. Volatility-managed portfolios in the international markets

   University essay from Stockholms universitet/Finansiering

   Author : Soroush Hasanpour; Emil Adamsson; [2022]
   Keywords : Financial Markets; Asset-pricing; asset pricing; Equity; Equity Markets; Volatility; Volatility-management; international markets; Volatility pricing; Pricing anomalies;

   Abstract : Volatility-managed portfolios offer mixed returns in an international setting based on ex-ante information. The results of this paper further strengthen the theory that the variability of excess returns from volatility-management are more dependent on underlying investor strategy rather than differences of global markets. READ MORE

5. 4. Are trade unions winners or losers in EU policymaking? : A study of ETUC’s and BusinessEurope’s relative influence in the EU consultation of social partners under article 154 TFEU

   University essay from Uppsala universitet/Statsvetenskapliga institutionen

   Author : Signe Wolf; [2021]
   Keywords : EU; trade union; 154 TFEU; ETUC; BusinessEurope; Influence; European Commission; workers influence; minimum wage; social partners; social dialogue;

   Abstract : This thesis investigated the influence imbalance between worker’s and employer’s interest in the EU policymaking. It is assumed that worker’s interests are disadvantaged, and this study is therefore examining the consultation of social partners under article 154 TFEU that considers social policy and can be used as a most-likely case for worker’s influence. READ MORE

6. 5. Are you lucky or skilled in Slay The Spire? : An analysis of randomness.

   University essay from Malmö universitet/Institutionen för datavetenskap och medieteknik (DVMT)

   Author : Mikolaj Trojanowski; Johan Andersson; [2021]
   Keywords : Slay The Spire; Data mining; Clustering; Luck Analysis; Randomness; Skill; Game analytics;

   Abstract : Elements of randomness are a common factor inmodern digital games, from simple rolls of a die tocomplex AI systems. These elements have an impacton how the player experiences a game. We believe thatexploring the field of luck analysis can benefit designersthrough an developed understanding of how such elementsaffect players. READ MORE