Essays about: "investment strategy"

Showing result 1 - 5 of 466 essays containing the words investment strategy.

1. 1. Responsible Investing in Exchange-Traded Funds : An empirical analysis of information obstacles faced by retail investors

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

   Author : Anna Lisa Reich; Christian Sass; [2021]
   Keywords : Responsible investing; retail investor; exchange-traded fund; investment decision; ESG; investment obstacles; Ansvarsfull investering; privatinvesterare; börshandlad fond; investeringsbeslut; ESG; investeringshinder;

   Abstract : In the context of the Sustainable Development Goals and the Paris Agreement, the European Union has devised a sustainable finance strategy that relies on the engagement of both institutional and private investors in responsible investing to deliver on those goals. Several studies have found high interest in responsible investing among retail investors, but a relatively low engagement therein. READ MORE

3. 2. A case study about the potential of battery storage in Culture house : Investigation on the economic viability of battery energy storage system with peak shaving & time-of-use application for culture house in Skellefteå.

   University essay from Mälardalens högskola/Akademin för ekonomi, samhälle och teknik

   Author : Baljot Singh; [2021]
   Keywords : Battery energy storage system; power grid; peak shaving; time-of-use; tariff system; battery aging; state of health; and second-life batteries.;

   Abstract : The energy demand is steadily increasing, and the electricity sector is undergoing a severe change in this decade. The primary drivers, such as the need to decarbonize the power industry and megatrends for more distributed and renewable systems, are resulting in revolutionary changes in our lifestyle and industry. READ MORE

4. 3. Momentum in Financial Crises: An Evaluation of the Momentum Investing Strategy During Different Time Periods

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Lovisa Berglund; Filip Fröjd; [2021]
   Keywords : Big Data; Momentum; Finance; Financial Crises; Investment Strategy;

   Abstract : This thesis investigates the momentum investing strategy during the years 1927 to 2020. The research focuses on both longer time periods and smaller periods of time, more specifically financial crises. This thesis has obtained inspiration from previous research in the area by Jegadeesh and Titman (1993) as well as Daniel and Moskowitz (2016). READ MORE

5. 4. Modern Portfolio Theory Combined With Magic Formula : A study on how Modern Portfolio Theory can improve an established investment strategy.

   University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO); Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

   Author : Axel Ljungberg; Anton Högstedt; [2021]
   Keywords : Magic Formula; Modern portfolio theory; efficient frontier; Efficient market hypothesis; Sharpe ratio; risk-adjusted returns; Jensen’s alpha; beta; CAPM; OMXSPI;

   Abstract : This study examines whether modern portfolio theory can be used to improve the Magic Formula investment strategy. With the assets picked by the investment strategy we modify the portfolios by weighting the portfolios in accordance with modern portfolio theory. READ MORE

6. 5. Swedish Mutual Fund Performance and Persistence

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Ludvig Harting; Lucas Johnson; [2021]
   Keywords : Swedish Mutual Funds; Performance; Persistence; ESG; Small Cap;

   Abstract : This paper presents an overview of the Swedish mutual fund industry and investigates the prevalence of performance persistence using a sample of 139 funds during 2005 - 2020. The study is conducted using the Capital Asset Pricing Model for determining funds' alpha during a specific period, and analyses if an investment strategy based on past performance can consistently generate returns in excess of the market. READ MORE