Essays about: "momentum investing"

Showing result 1 - 5 of 36 essays containing the words momentum investing.

1. 1. The Impact of ESG-Scores on Portfolio Performance - A quantitative study on sustainable investments.

   University essay from Göteborgs universitet/Graduate School

   Author : Max Ehrnström; Yacob Nehmé; [2023-06-29]
   Keywords : ESG investing; Abnormal returns; Sustainable investing and Financial performance;

   Abstract : This report examines the relationship between ESG-scores and portfolio returns using the Fama-French five-factor and Carhart four-factor models. The data is collected from Refinitiv (2023) between 2003 and 2021 and consists of firms listed on the NYSE and NASDAQ stock exchange. READ MORE

3. 2. Unveiling the Relevancy of Momentum Strategies- A study on the Swedish Equity Market

   University essay from Göteborgs universitet/Graduate School

   Author : Oscar Bodin; Pär Börjeson; [2023-06-29]
   Keywords : ;

   Abstract : This study investigates the performance of the traditional return momentum strategy and the residual momentum strategy on the Swedish market over the period 1990 to 2022. The residual momentum strategy show higher risk-adjusted return compared to the traditional return momentum strategy in equally weighted portfolios, and the opposite in value-weighted portfolios. READ MORE

4. 3. The Power of the Tides : A Quantitative Study Investigating the Momentum Strategy with 30 Industries

   University essay from Jönköping University/IHH, Företagsekonomi

   Author : Oscar Estéen; Jonathan Landahl; Hugo Karlsson; [2023]
   Keywords : Momentum strategy; industry momentum; risk management; market anomalies; momentum investing; portfolio management;

   Abstract : Background: Buying past winners and selling past losers has historically generated both profits and losses. The momentum strategy has been researched with risk measures and portfolio creation as fundamental components. READ MORE

5. 4. Exploring the Issues with ESG assessments in Investment Decision-Making : Insights from the Swedish Fund Market

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

   Author : Victoria Engström Kindmark; Ellen Surtevall; [2023]
   Keywords : ESG assessment; ESG rating; issues; challenges; sustainable investing; investment decision; mutual funds; ESG-bedömning; ESG betyg; utmaningar; svårigheter; hållbara investeringar; investeringsbeslut; fonder;

   Abstract : Sustainable investing has seen a significant increase in the past years and is continuing to gain momentum with the constant rise of awareness and concern of the climate crisis. It is necessary for modern mutual fund companies to conduct ESG assessments as it provides a comprehensive understanding of a firm's sustainability performance, and identifies potential risks and opportunities which lay ground for investment decisions. READ MORE

6. 5. Yield Curve Dynamics - Exploring Fundamental Factor Sensitivities

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Elvira Eriksson; Meike Wiesenfeller; [2023]
   Keywords : factor investing; global bonds; yield curve spread; macroeconomic fundamentals;

   Abstract : Factor investing has gained popularity in recent decades, but while ample research has been conducted in asset classes such as equities and currencies, comparatively less attention has been devoted to the potential of investing in government bonds. This study explores fundamental factor sensitivities on the yield curve spread prior to and after 2018 making the last five years, that are coined by increased volatility in expected returns for government bonds, volatile growth developments, and heightened inflation, a true out-of-sample period to previous research. READ MORE