Essays about: "long short portfolio"

Showing result 21 - 25 of 82 essays containing the words long short portfolio.

1. 21. Using Machine Learning to Predict Aggregate Excess Returns

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Erik Jonsson; Sebastian Gierlowski Carling; [2021]
   Keywords : Equity premium; Machine learning; Non-linear models; Penalized linear models; Prediction;

   Abstract : In this paper we examine whether standard linear regression and machine learning tools can be used to predict the time series of total returns in excess of the risk-free rate on the S&P500 and FTSE100 indices. We have virtually no success in predicting monthly returns. However, we do have some success in predicting annual returns. READ MORE

3. 22. The Happy household investor: the impact of happiness on stock market participation and portfolio risky shares

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Ellinor Lindstén; [2021]
   Keywords : Stock market participation; Risky share; Happiness; DNB Household Survey;

   Abstract : The research on happiness and its impacts on risk-taking in the form of stock market participation has attracted interest in recent years. Yet, what the actual impact is remains unclear. READ MORE

4. 23. The ESG Dilemma

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Marcus Galli; Lamin K Darboe; [2021]
   Keywords : Sustainable Investing; SRI; ESG;

   Abstract : Investing with the purpose of doing good has been gaining a lot of momentum in the past few years. Leading to increased investments in exchange traded products, mutual funds and equities with higher levels of ESG score both in developed and developing countries. READ MORE

5. 24. Investment Companies and Predictable Returns

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Timmy Gustafsson; Isak Mölzer; [2021]
   Keywords : Predictable returns; Limited attention; Investment company; Economic links; Net asset value discount premium;

   Abstract : This paper investigates investors' limited attention through Swedish investment companies and their respective underlying portfolios. The results indicate that there is no systematic lag in the stock price of investment companies relative to their underlying portfolios, implying that investors are attentive to the information of the underlying portfolio when valuing the investment company. READ MORE

6. 25. An Exploratory Study of Sourcing Options for Alternative Materials to Leather - A Case Study at IKEA of Sweden

   University essay from Lunds universitet/Teknisk logistik

   Author : Akashdeep Maheshwari; David Marriaga Diaz; [2021]
   Keywords : Sustainability; Corporate Sustainability; Leather; Coated fabrics; Leather alternatives; Circular supply chain; Sustainable supply chain management; Purchasing strategic management; Supplier selection; LCA.; Technology and Engineering;

   Abstract : Abstract Title: An exploratory study of sourcing options for alternative materials to leather. Authors: Akashdeep Maheshwari and David Marriaga Diaz – Master Students in Logistics & Supply Chain Management. Division of Engineering Logistics. Lunds Tekniska Högskola (LTH), Lund University. READ MORE