Essays about: "portfolio method"

Showing result 1 - 5 of 331 essays containing the words portfolio method.

1. 1. Analyst Recommendations and Stock Returns Evaluating the performance of Nordic markets based on analyst consensus recommendations, and the impact of MiFID II

   University essay from

   Author : Carl Wallquist; Endrit Zymeri; [2023-07-03]
   Keywords : Stock recommendations; analyst performance; portfolio construction; rebalancing; regulation MiFID II; trading strategies;

   Abstract : This study evaluates the performance of equity analysts who cover publicly traded stocks in the Nordic markets. To assess their performance, we employ a method that involves creating daily rebalanced portfolios based on the consensus recommendation for each covered company over four years. READ MORE

3. 2. 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

4. 3. Portfolio Strategies Under Different Inflationary Regimes

   University essay from KTH/Matematik (Avd.)

   Author : Mohit Parkash; Diana Halladgi Naghadeh; [2023]
   Keywords : Inflation; Regression Analysis; Portfolio Optimization; Markowitz; Efficient Frontier; Asset Allocation; Portfolio Management; Financial Mathematics; Inflation; Regressionsanalys; Portföljoptimering; Markowitz; Effektiv Front; Tillgångsallokering; Portföljförvaltning; Finansiell Matematik;

   Abstract : In 2023, the topic of ongoing inflation is being discussed almost daily as it has become inevitable. The global economy is facing significant uncertainty and downward pressure as several leading developed nations adopted expansionary fiscal policies and quantitative easing monetary policies during the pandemic. READ MORE

5. 4. Financial Strategies of Real Estate Companies in Sweden : Navigating Economic Cycles

   University essay from KTH/Fastighetsföretagande och finansiella system

   Author : Olivia Nygren; Malin Lagerholm; [2023]
   Keywords : Real Estate; Economic Downturn; Financial Strategy; Fastigheter; Konjunkturnedgång; Finansiell strategi;

   Abstract : The real estate sector has been heavily impacted by rising inflation and subsequent interest rate increases. This is placing pressure on all real estate companies with higher levels of debt. The rising interest rates are leading to increased costs and making it more challenging for these companies to refinance their loans. READ MORE

6. 5. The effect of covid-19 announcement on sustainable investment portfolios : Observation of the flight-to-quality phenomenon

   University essay from Jönköping University/Internationella Handelshögskolan

   Author : Vladislovas Urbonavicius; Iulia Chirita; [2023]
   Keywords : Sustainable investment portfolio; ESG; Covid-19; Flight-to-quality; Market Shock; Cryptocurrency; Proof-of-stake; proof-of-work.;

   Abstract : The economic impact of the COVID-19 pandemic is still an ongoing topic, broadly analysed and discussed in many studies. Recent articles state that sustainable assets can offer return volatility resilience during demand shock events and, in some cases, provide higher returns than their unsustainable counterparts. READ MORE