Essays about: "factor index"
Showing result 1 - 5 of 281 essays containing the words factor index.
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1. The impact of female entrepreneurship on a country’s innovative performance
University essay from Göteborgs universitet/Graduate SchoolAbstract : Purpose – As entrepreneurship is still a traditionally male-dominated field, more research and political initiative is needed to create a level-playing field between women and men in this industry. The purpose of this research, therefore, is to first understand how female entrepreneurship (FE) influences innovation performance (IP) now, and how this effect has changed over time. READ MORE
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2. Beyond Profits: Exploring the Investment Styles and Risk-Adjusted Returns of ESG-Driven Portfolios
University essay fromAbstract : This study uses daily data to examine how different ESG implementations affect performance and portfolio characteristics. With a non-homogenous view of how ESG investing is defined, ten different value-weighted portfolios are constructed. The geographical focus is the US market, with the S&P 500 total return index (SPXTR) as the screening universe. READ MORE
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3. Covered Call on an Index - A Comparative Study of Two Strategies
University essay from Göteborgs universitet/Graduate SchoolAbstract : This thesis undertakes a comparative analysis of two ways of performing a covered call strategy on a dual asset index. The distinguishing factor between the two approaches pertains to the writing of the call options, where one approach involves writing the call option on the entire index, while the other involves writing options on each asset within the index separately. READ MORE
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4. Comparison of High ESG Portfolio Performance in Germany and Switzerland
University essay from Göteborgs universitet/Graduate SchoolAbstract : This study focuses on the relationship between stock return performance and sustainability, the latter taking the form of the Environmental, Social, and Governance (ESG) framework. The paper provides a comparative setting in which stocks of companies headquartered in Germany and Switzerland are examined. READ MORE
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5. A valuation of Swedish hedge fund performance
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : In this thesis we present annual returns of Swedish hedge funds sorted by investment strategies and investigate which strategy performs best and how the Fama-French factors: market premium, value premium and growth premium affect these returns. The Fama-French three-factor model is built on the Capital Asset Pricing Model which tries to describe the relationship between the expected return of an asset and the risk of the asset compared to the market. READ MORE