Essays about: "equity ratio"
Showing result 16 - 20 of 181 essays containing the words equity ratio.
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16. Developing an Infrastructure Index in Accordance with Investor Expectations
University essay from KTH/Skolan för industriell teknik och management (ITM)Abstract : Infrastructure consists of facilities and services that are considered essential to the functioning and economic productivity of society (Preqin, 2022). The rapid economic growth over the past decades has led to an increase in the demand for fundamental functions such as energy, telecommunications, and transportation. READ MORE
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17. Volatility Timing using Machine Learning - An Application to a Signal Based Portfolio
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : Recent events such as the covid-19 pandemic and the Russian-Ukrainian war have led to a tremendous increase in volatility, making financial markets riskier for investors. To see whether investors can counteract or profit from such risk, we develop a volatility timed trading strategy. READ MORE
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18. Predicting company bankruptcy using artificial neural networks. : Visualization and ranking of key features
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : This paper presents a deep learning model that challenges what is known in the financial field of company bankruptcy. Specifically, a Multilayer Perceptron (MLP) model for predicting corporate bankruptcies is constructed and analyzed to visualize which input parameters that are most important for the accuracy of the model. READ MORE
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19. Active versus Passive fund performance : A quantitative study in risk-adjusted return between actively and passively managed equity funds from 2010 until 2021 including the COVID-19 pandemic
University essay from Jönköping University/IHH, NationalekonomiAbstract : The following paper is a quantitative study that examine whether actively managed equity funds have a higher risk-adjusted return than index funds. The study uses the performance measurement Sharpe ratio to determine the risk-adjusted return for the funds. The time-period of the examination was between January 2010 until December 2021. READ MORE
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20. Residual Momentum and Volatility – Managed Portfolios : A Study on the Swedish Equity Market
University essay from KTH/Fastighetsföretagande och finansiella systemAbstract : In this paper, we present empirical results from the Swedish equity market when testingdifferent strategies aiming at enhancing the performance of a momentum strategy, over a timeperiod from 2000 to 2021. Similar to research conducted on other markets, we find theexistence of a momentum premium on the Swedish equity market, but with a return that is fattailed and negatively skewed. READ MORE