Essays about: "factor diversification"
Showing result 1 - 5 of 29 essays containing the words factor diversification.
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1. The Sustainable Era - The Excess Return on Swedish Sustainable Global Equity Funds
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : This thesis explores the relationship between the performance of Swedish global equity funds and the level of sustainability, as measured by the Morningstar Globe Rating, using a Fama-French six-factor model, globe rating categories, and time effects. Treating the Morningstar Globe Rating as a time-invariant variable, a sample of 80 Swedish global equity funds are divided into two sustainability groups, ‘Low’ and ‘High’, grouping funds with 1-3 globes into a reference group. READ MORE
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2. Macroeconomic Factors and their role in Moderating Diversification effect of Asset Classes in the EU
University essay from Umeå universitet/FöretagsekonomiAbstract : After the 2008 financial crisis, some have questioned the historically positive benefits ofdiversification, meanwhile others have stated a clear misunderstanding of whatdiversification entails. This study argues diversification is still viable in portfolio theory,and that more effort should be emphasized on macroeconomic factors’ role in theoptimal portfolio. READ MORE
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3. Fight or Flight: How stock market crashes affect private investors’ portfolio diversification in Sweden
University essay from Jönköping University/Internationella HandelshögskolanAbstract : Background: Stock ownership has been increasing in Sweden, with 2,7 million individual owners in 2022, up from 2,1 million in 2018. A trend shows that younger individuals are becoming more involved in stock ownership, while those over 40 are decreasing in numbers. READ MORE
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4. Review of pH recommendations for soilless cultivation systems
University essay from SLU/Dept. of Crop Production EcologyAbstract : Our human population is growing, and with that, so is our demand for food, food that today still is not a guarantee for all of us. To help increase global food security, the diversification of our food production through the implementation of soilless, hydroponic cultivation systems has been suggested. READ MORE
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5. Value Investing on the 21st Century Swedish Stock Market
University essay from Uppsala universitet/Företagsekonomiska institutionenAbstract : Does value investing work on the 21-st century Swedish stock market? We examine the performances of the FScore strategy (Piotroski 2000), the V/P strategy (Frankel and Lee 1998), and a combination of these (Li and Mohanram 2019) on the Swedish stock market between 2000-2020. We find that they produce significant and substantial average raw returns during the period, much above the total return of a comparable market index. READ MORE