Essays about: "absolute returns"

Showing result 1 - 5 of 53 essays containing the words absolute returns.

1. 1. Combining Value Investing with Quality Investing: Empirical Evidence from the European and Nordic Stock Markets

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Oleksii Chepil; [2024]
   Keywords : value investing; quality investing;

   Abstract : The aim of this thesis is to explore whether stock selection based on five value metrics and six quality metrics can generate superior returns compared to the overall market. The selected markets are the Nordic one (Nasdaq OMX Nordic 120 being the benchmark) and the European one (STOXX Europe 600 being the benchmark), while the selected time period is 2001-2023 for Europe and 2010-2023 for the Nordics. READ MORE

3. 2. EXPLORING THE RELATIONSHIP BETWEEN ESG DISAGREEMENT AND STOCK RETURNS - AN EMPIRICAL ANALYSIS

   University essay from Göteborgs universitet/Graduate School

   Author : Andrea Pasquali; [2023-06-29]
   Keywords : ;

   Abstract : During the recent years investors shifted their preferences towards sustainable stocks and funds, increasing the importance of Environmental, Social and Governance ratings. At a similar pace the related literature started to develop shedding light on some crucial aspects of the ESG ratings, such as the disagreement between rating agencies and the lack of common methodologies to assess the ratings. READ MORE

4. 3. A Quantitative Framework for Constructing a Multi-Asset CTA with a Momentum-Based Approach

   University essay from Uppsala universitet/Datalogi

   Author : Rebecca Fällström; [2023]
   Keywords : Commodity trading advisors; CTA; trend-following; momentum strategies; risk parity; equally weighted; Markowitz weights; optimization;

   Abstract : Commodity Trading Advisors (CTAs) have gained popularity due to their abilities to generate an absolute return strategy. Little is known about how CTAs work and what variables are important to tune in order to create a profitable strategy. READ MORE

5. 4. FAULT DETECTION OF PROJECTION ON CURVED SURFACE

   University essay from Mälardalens universitet/Akademin för innovation, design och teknik

   Author : Pontus Antonson; Love Bridén; [2022]
   Keywords : ;

   Abstract : In this thesis a system that evaluates projection systems is designed and tested. The type of projection systems of concern feature display surfaces that are curved in two axes. The system uses a calibration image featuring evenly spaced circles. This image is projected onto the display surface. READ MORE

6. 5. The Corona Crisis as Ultimate Stress Test- Market Reaction to EBA´s 2020 Stress Test Postponement

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Mishale Zahn; [2021]
   Keywords : EBA Stress Test; Financial Stability; Resilience; Bank Regulation; COVID-19;

   Abstract : In response to the COVID-19 outbreak, the European Banking Authority (EBA) decided to postpone its biennial 2020 stress test to 2021. The supervisory exercise was supposed to answer whether banks have sufficient capital to withstand the impact of a global economic recession. READ MORE