Essays about: "portfolio."

Showing result 1 - 5 of 1163 essays containing the word portfolio..

  1. 1. The Adoption of Artificial Intelligence in Swedish Funds

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Stephie Do; Tim Larsson; [2021-02-24]
    Keywords : Artificial intelligence; performance; funds; finance; asset management; portfolio theory; efficient market; behavioral finance.;

    Abstract : Fund managers have historically made use of traditional portfolio strategies such as Markowitz portfolio selection, as part of their decision making. But as the world has started to shift towards a more automated lifestyle, the question arises if fund management will follow. READ MORE

  2. 2. Hierarchical Clustering To Improve Portfolio Tail Risk Characteristics

    University essay from Lunds universitet/Matematisk statistik

    Author : Adam Eidenvall; [2021]
    Keywords : Hierarchical Clustering; Asset Allocation; Portfolio Construction; Graph Theory; Machine Learning; Risk Parity; Regime Shift; Bootstrapping; Walk Forward; Mathematics and Statistics;

    Abstract : Many agree that estimating portfolio risks has better estimation possibilities, than estimations on returns. Therefore investors attempts to construct better, more efficient riskmanaged portfolios by diversifying portfolios through factors rather than traditional asset classes. READ MORE

  3. 3. How Online Stock Trading Learning Platforms Can Contribute To Financial Literacy

    University essay from Umeå universitet/Institutionen för tillämpad fysik och elektronik

    Author : Nils Fohlin; [2021]
    Keywords : Lean UX Development; Minimum Viable Product; Financial Literacy; Stock Market Trading; Stock Market Learning;

    Abstract : Prior studies have shown that investment knowledge and motivation increases when students in a school setting have access to a stock trading learning platform.  This thesis aims to further investigate if a stand-alone online stock trading learning platform, on its own, can help non stock investors understand financial literacy concepts. READ MORE

  4. 4. Does the Active Country Momentum Portfolio Beat the Passive Market Portfolio? : an empirical study on exchange-traded funds

    University essay from Örebro universitet/Handelshögskolan vid Örebro Universitet; Örebro universitet/Handelshögskolan vid Örebro Universitet

    Author : Anton Ericsson; Anton Erickson; [2021]
    Keywords : Momentum strategy; Exchange-traded funds; Efficient markets; Inefficient markets; Sharpe ratio; Jensen’s alpha; Morningstar risk-adjusted return;

    Abstract : The thesis examines the strategy of country momentum and is evaluated with 30 different country exchange-traded funds (ETFs) for the period 1996-2018. The empirical evaluation is designed to apply different formation- and holding periods with overlapping portfolios. READ MORE

  5. 5. Responsible Investing: Costs and Benefits. A Cross-Country Study in Europe.

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Shayan Meskinimood; [2021]
    Keywords : Responsible investing; Environmental awareness; Portfolio performance; ESG-Sharpe Ratio frontier; ESG-adjusted CAPM.; Business and Economics;

    Abstract : This study employs the ESG-Sharpe Ratio frontiers framework and the ESG-adjusted CAPM model, introduced by Pedersen et al. (2020), to identify the costs and benefits of responsible investing and investigate the relationship between the environmental, social, and governance (ESG) issues and portfolio performance in different countries across Europe. READ MORE