Essays about: "portfolio"

Showing result 1 - 5 of 1099 essays containing the word portfolio.

  1. 1. Quantitative tactical asset allocation: Using the VIX to exploit bull and bear market movements in a Mean-Variance portfolio

    University essay from Göteborgs universitet/Graduate School

    Author : Christian Persson; Robin Williams; [2020-07-08]
    Keywords : VIX; strategy; mean-variance; simple moving average; volatility; transaction costs; bull market; bear market;

    Abstract : MSc in Finance.... READ MORE

  3. 2. Momentum and Trend in Sweden: Enhancing profits and limiting downside risk by using indicators from different time horizons

    University essay from Göteborgs universitet/Graduate School

    Author : Alan Dari Lindahl; Jan Wiki; [2020-07-07]
    Keywords : momentum; momentum crash; echo; trend; moving averages; cross-section; downside risks; predictability; factor models; turnover; transaction costs;

    Abstract : MSc in Finance.... READ MORE

  4. 3. Analyzing investments made in conjunction with the announcement of rights issues between 2014-2018

    University essay from

    Author : Joakim Jangrell; Joel Wärnberg; [2020-07-03]
    Keywords : Rights Issue; CAAR; BHAR;

    Abstract : Rights issues are a common way for companies to attain funding. The rights to buy stocks are usually sold with a discount to the investor. The goal of this essay is to study price movements associated with the announcement that a company will undertake a rights issue and the stocks 1-year return. READ MORE

  5. 4. “Cheap" property holding stocks: Opportunity of a lifetime or too good to be true? - An empirical test of investment strategies based on stock price / EPRA NAV multiples for Swedish property holding stocks.

    University essay from Göteborgs universitet/Graduate School

    Author : David Goldner Yhlen; Erik Tobisson; [2020-07-01]
    Keywords : EPRA; EPRA NAV; NAV; property holding firms; real estate firms; efficient market hypothesis; behavioral finance; deferred tax; fair value accounting; law of one price; IFRS; IAS 40 investment property; portfolio; Value stocks; growth stocks; investment strategy;

    Abstract : MSc in Accounting and Financial Management.... READ MORE

  6. 5. Venture Capital during an economic downturn How VC firms operate during the covid-19 crisis

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Tom Carlson; Johannes Henriksson; [2020-07-01]
    Keywords : Venture Capital; VC firm; covid-19; startup; investment strategies; screening; portfolio companies; financial crisis; dot-com bubble;

    Abstract : This study aims to investigate how Venture Capital firms are influenced by the economiceffects caused by the covid-19 pandemic, particularly how the screening and investingprocesses, as well as the management of the portfolio companies are affected. A qualitativeresearch methodology was applied where semi-structured interviews were conducted withVenture Capital firms situated in Sweden. READ MORE