Essays about: "marknadsindex"

Showing result 1 - 5 of 6 essays containing the word marknadsindex.

  1. 1. Structural Review and Performance Evaluation of Real Estate Tokens

    University essay from KTH/Fastighetsekonomi och finans

    Author : Berke Bayhoca; [2023]
    Keywords : Blockchain; Security Token; Real Estate; Portfolio Management; Blockchain; Säkerhetstoken; Fastigheter; Portföljförvaltning;

    Abstract : This thesis study includes quantitative and qualitative research on real estate tokens, one of the leading security tokens. Security tokens, which are based on blockchain technology, are rapidly becoming widespread as new era investment products. Real estate tokens have long stood out as one of the most popular of these tokens. READ MORE

  3. 2. Effects of ESG on Market Risk : A Copula and a Regression Approach to CoVaR

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Viktor Thornqvist; [2023]
    Keywords : ESG; CoVaR; Market Risk; Quantile Regression; Copula; Fund Portfolios; ESG; CoVaR; Marknadsrisk; Kvantilregression; Copula; Fondportföljer;

    Abstract : With a background in EU regulations and an increased interest in Environmental, Social, and Governence (ESG) policies in companies when investing, this thesis considers the individual contributions to market risk in portfolios by different ESG parameters. It explores two different methods to examine if there are effects consistent across the whole Nordic markets, and the possibility to express any effects within portfolios in a clear way. READ MORE

  4. 3. A Study on Algorithmic Trading

    University essay from KTH/Hälsoinformatik och logistik

    Author : Philip Hägg; [2023]
    Keywords : Algorithms; financial engineering; software engineering; algorithmic trading; tech- nical analysis; Algoritmer; Finansiell matematik; Mjukvaruutveckling; Algoritmisk aktiehandel; Teknisk analys;

    Abstract : Algorithms have been used in finance since the early 2000s and accounted for 25% of the market around 2005. In this research, algorithms account for approximately 85% of the market. The challenge faced by many investors and fund managers is beating the Swedish market index OMXS30. READ MORE

  5. 4. HR options and their valuation – a case study

    University essay from KTH/Fastighetsekonomi och finans

    Author : Stefanos Nalmpantis; [2022]
    Keywords : Human Resources Options; Human Capital; Real Option Valuation; Personaloptioner; Humankapital; Real Optionsvärdering;

    Abstract : This thesis introduces and discusses the notion that real options theory can be applied to investment decisions when the value lies in human capital. This approach contributes in circumventing traditional problems which arise during valuation of intangible assets. READ MORE

  6. 5. Viability Evaluation of the Turtle Trading Rules on Major Market Indexes

    University essay from KTH/Matematik (Avd.)

    Author : Malkolm Larsson; Johan Lövgren; [2022]
    Keywords : The Turtle Trading Rules; Asset Management; Geometric Brownian Motion; Market Index; MSCI Index; Turtle Trading-reglerna; kapitalförvaltning; geometrisk brownsk rörelse; marknadsindex; MSCI-index;

    Abstract : The Turtle Trading Rules was a successful trend-following trading strategy for commodities in the 1980s but has lost recognition in recent days. The strategy revolved around rules for entering and exiting trades as well as position sizing for each trade. READ MORE