Essays about: "portfolio"

Showing result 1 - 5 of 1153 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. 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

  3. 3. Generative Neural Network for Portfolio Optimization

    University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Author : Mengxin Liu; [2021]
    Keywords : GAN; Portfolio Optimization; Neural Networks;

    Abstract : This thesis aims to overcome the drawbacks of traditional portfolio optimization by employing Generative Deep Neural Networks on real stock data. The proposed framework is capable of generating return data that have similar statistical characteristics as the original stock data. READ MORE

  4. 4. Can Export Diversification Save sub-Saharan Africa from Extreme Weather? : An instrumental variable approach

    University essay from Uppsala universitet/Nationalekonomiska institutionen; Uppsala universitet/Nationalekonomiska institutionen

    Author : Joanna Arnarsdottir; Kristina Hansson; [2021]
    Keywords : Diversification; precipitation anomalies; conditional convergence; economic development; sub-Saharan Africa SSA ; 2SLS; IV estimations; climate change;

    Abstract : Growth and development in the context of climate change and environmental challengesare issues of increasing importance in the economic debate. With higher levels of greenhousegases in the atmosphere, droughts and other forms of extreme weather are expected to increasein frequency. READ MORE

  5. 5. A Wolf In Sheep's Clothing, A study about potential closet indexing in the Swedish equity mutual fund industry.

    University essay from

    Author : Philip Dufwa; Johan Johansson; [2020-08-20]
    Keywords : Active Share; Tracking error; Fund activity; Fees; Mutual funds; Closet indexing; Index hugging;

    Abstract : We measure the activity of Swedish domiciled equity mutual funds with Sweden as geographical investment universe, by calculating their active share with respect to major market indices like OMX30 GI and OMX Small Cap TR and retrieving tracking error and r-squared from Bloomberg. Afterwards we calculate the cost to investors by comparing the cost of investing in comparable explicit index funds and the cost of the closet indexers. READ MORE