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Found 2 essays matching the above criteria.

1. 1. A Three-Pronged Sustainability-Oriented Markowitz Model : Disruption in the fund selection process?

   University essay from KTH/Skolan för industriell teknik och management (ITM)

   Author : Simon Louivion; Edward Sikorski; [2019]
   Keywords : Portfolio optimization; ecient frontier; multi-objective optimization problem; sustainability; ESG; ecient market hypothesis; behavioural finance; Portföljoptimering; ecient frontier; portföljteori; hållbarhet; ESG; hypotesen om effektiva marknader; beteendeekonomi;

   Abstract : Since the term ESG was coined in 2005, the growth of sustainable investments has outpaced the overall asset management industry. A lot of research has been done with regards to the link between sustainability and financial performance, despite the fact that there is a lack of transparency in sustainability of listed companies. READ MORE

3. 2. Mimicking the insider : A study in the Swedish bank sector

   University essay from IHH, Företagsekonomi

   Author : Andreas Lindqvist; [2012]
   Keywords : Insider; Outsider; Insider trading; Mimic; Bank; Efficient Market Hypothesis; Abnormal Return; Insynsperson; Utomstående; Insynshandel; Imitera; Bank; Effektiva Marknads Hypotesen; Överavkastning;

   Abstract : Background: Achieving an abnormal return on your investment is something investors are trying to achieve. A lot of attempts have been made to try and find an investment strategy that always generates abnormal returns, although none has been proven to be absolute. READ MORE