Essays about: "investment horizon"

Showing result 16 - 20 of 55 essays containing the words investment horizon.

  1. 16. Risk-Managed Momentum Strategy Using Support Vector Machines

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Patrick Schneeberger; [2018]
    Keywords : Financial Market; Investment Decisions; Momentum Strategy; Support Vector Machines;

    Abstract : Investment decisions are difficult to make, given the uncertainty about the future. For the purpose of reducing that uncertainty, I investigate, for one, how the consumer price index and the return on the 3-month US Treasury bill can be used by support vector machines to make monthly directional trend predictions of a value-weighted portfolio of stocks traded at AMEX, NYSE and NASDAQ. READ MORE

  3. 17. Energy efficiency investments in the commercial real estate business : A study of decision drivers on the Swedish market

    University essay from Uppsala universitet/Industriell teknik

    Author : Ben Sebastian Öhman; [2018]
    Keywords : real estate; energy consumption; decision drivers; Sweden; energy efficiency;

    Abstract : The International Energy Agency has stated that it is more sustainable to improve the energy efficiency of already existing buildings than increasing the national energy production to provide inefficient buildings with even more energy, which would result in that an increased amount of resources required to power the existing energy inefficient building stock. Taken into consideration that buildings in Sweden consume about 40% of Sweden’s final energy consumption and count for about 36% of the total greenhouse gas emissions it becomes evident that in order to decrease Sweden’s carbon foot print, it is important to understand real estate investors decision-making process. READ MORE

  4. 18. The Value of Financial Advisory Services

    University essay from KTH/Industriell Management

    Author : VIKTOR CARLSON; [2018]
    Keywords : Financial Advisory Service; Utility Theory; Asset Allocation; Asset Location; Risk Aversion.; Finansiell rådgivning; nyttofunktion; tillgångsallokering; skattemiljö; riskaversion;

    Abstract : Financial advisory services currently face many challenges such as adapting to regulations, competing against robot advisors and offering qualitative advice. We use a utility function based on the clients' risk preferences and investigated the value added by advisory services. READ MORE

  5. 19. The Black Litterman Asset Allocation Model : An empirical comparison of approaches for estimating the subjective view vector and implications for risk-return characteristics

    University essay from Linköpings universitet/Nationalekonomi

    Author : Viktor Trollsten; Sebastian Olsson; [2018]
    Keywords : ;

    Abstract : Background In the early 90’s, Black and Litterman extended the pioneering work of Markowitz by developing a model combining qualitative and quantitative research in a delicate optimization process. It allows for a subjective view parameter in a quantitative model and with absent views, the investor will have no reason to deviate from the market equilibrium portfolio. READ MORE

  6. 20. Testing the Adaptive Markets Hypothesis : An examination of the variability of the risk-return trade-off over time and in different market environments

    University essay from Södertörns högskola/Företagsekonomi

    Author : Steve Sherlock; [2018]
    Keywords : Adaptive markets hypothesis; risk-return trade-off; volatility anomaly; market environment;

    Abstract : A new hypothesis, The Adaptive Markets Hypothesis (AMH), is applied to the Swedish stockmarket context by testing the variability of the risk-return trade-off over different investment horizons and market environments. Yearly returns and volatility are measured on OMXS30 index between1986 and 2017 over a variety of different investment horizons. READ MORE