Essays about: "portfolio theory"

Showing result 11 - 15 of 317 essays containing the words portfolio theory.

1. 11. Nature’s Hidden Asset: Exploring Investors’ Awareness of Biodiversity

   University essay from Lunds universitet/Ekonomisk-historiska institutionen

   Author : Sofya Ignatenko; [2023]
   Keywords : Biodiversity; biodiversity loss; nature-related impacts; non-financial reporting; investors; financial industry; TNFD; Business and Economics;

   Abstract : This thesis studies the awareness of the Swedish financial sector on biodiversity and nature-related information by analyzing the external communication reports of firms listed on the NasdaqOMX stock exchange in Stockholm. The reports are analyzed with the help of a checklist and a Python script. READ MORE

3. 12. Following the trend? : Using a time series momentum strategy on the Swedish stock market

   University essay from Umeå universitet/Nationalekonomi

   Author : Markus Haglund; [2023]
   Keywords : ;

   Abstract : The momentum strategy can be divided into two different sections where this study has focused on a time series momentum strategy where assets that in the previous period will continue in the same trend the following period. This theory stands in opposition to the efficient market hypothesis which in its weakest market form says that all previous market data is already incorporated in the price the asset is selling for today, and by that, it cannot be used to make abnormal profits. READ MORE

4. 13. Momentum Strategies in Commodity Futures Market: A Quantitative study

   University essay from Umeå universitet/Företagsekonomi

   Author : Jino Badinson; Alfred Gunnarsson; [2023]
   Keywords : Momentum Effect; Contrarian Effect; Investment Strategy; Commodity Futures; Efficient Market Hypothesis; Behavioral Finance Theory;

   Abstract : This study employs a quantitative approach to investigate the momentum phenomenon in the commodity futures market. The study captures the phenomenon using two momentum indicators, namely, MACD and RSI, and extends the scope of indicator utilization to both joint and single usage. READ MORE

5. 14. Is reaching for the whisky bottle justified? Examining the value of whisky and its inclusion in the optimal portfolio

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Gustaf Lugnegård; Hugo Freij; [2023]
   Keywords : Whisky; hedonic regression; convenience yield; portfolio theory; Business and Economics;

   Abstract : This study aims to evaluate whisky as an investment through two research questions: “What affects the value of whisky?” and “Should whisky be included in the optimal portfolio?”. The value of whisky is examined by constructing a hedonic regression using five hedonic attributes. Also, the convenience yield associated with whisky is examined. READ MORE

6. 15. The Final Act: A Comprehensive Analysis of The Private Equity Exit Processes

   University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

   Author : Benjamin Zarif; Adam Holgén; [2023]
   Keywords : Private Equity; Exit; Divestment; Theory of Planned Behaviour; Investor Behaviour;

   Abstract : This thesis draws upon eight in-depth interviews, with top-level executives in the Private Equity industry to explore the overlooked divestment phase of the investment process. The study aims to provide insights into the divestment process and the significant factors that influence its outcomes. READ MORE