Essays about: "portfolios"

Showing result 1 - 5 of 628 essays containing the word portfolios.

  1. 1. How to choose green?

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Adrian Thureborn; Jakob Ödman; [2022-02-28]
    Keywords : ;

    Abstract : This paper investigates if there is any difference between active managed funds and passive managed funds in regard to their risk-adjusted return. The thesis focuses on Swedish sustainable funds that invest in accordance with the ESG (environmental, governance and social) criteria during the time period 2011-2021. READ MORE

  2. 2. Black-Litterman Model for Portfolio Performance Enhancement - An Out-Of-Sample Evaluation of the Black-Litterman Model on a U.S. Stock-Dominated Portfolio

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Christoffer Hellekant; Rasmus Olofsson; [2022-02-15]
    Keywords : ;

    Abstract : In this thesis, the Black-Litterman model is evaluated out-of-sample and compared to mean-variance and naïve allocation. Two references are implemented in the Black-Litterman framework, the minimum-variance and naive portfolios. The study complements previ-ous work by considering a stock-dominated portfolio, where all assets are from the U.S. READ MORE

  3. 3. Cryptocurrency Market Anomalies: The Day-of-the-week Effect : A study on the existence of the Day-of-the-week effect in cryptocurrencies and crypto portfolios.

    University essay from Jönköping University/IHH, Nationalekonomi

    Author : Robin Hinny; Dorottya Kata Szabó; [2022]
    Keywords : Cryptocurrency; Day-of-the-week Effect; Cryptocurrency portfolios; Efficient Market Hypothesis; Bitcoin; Market Anomaly; Rolling regressions; The Markowitz model;

    Abstract : This research paper studies the Day-of-the-week effect in the cryptocurrency market. Using multiple regression, we analyze the effect using 12 counterfactual optimized portfolios of the cryptocurrencies, as well as the 10 cryptocurrencies alone. READ MORE

  4. 4. The role of policy frameworks on strengthening intermediaries in the "New Space" market

    University essay from Handelshögskolan i Stockholm/Institutionen för företagande och ledning

    Author : Anastasios Mastroanastasiou; [2022]
    Keywords : New Space; Entrepreneurship; Mission-oriented-policies; Public-Private-Partnerships; Intermediaries;

    Abstract : The space industry belongs to one of the most innovative industries and has provided us with great technologies that are used in our daily lives. The past decade the space industry has undergone a significant decrease in launching costs because of the reusability of the launching capabilities. READ MORE

  5. 5. Improving capacity planning in outsourced manufacturing through sales and operations planning: A case study at Axis Communications

    University essay from Lunds universitet/Teknisk logistik

    Author : Lukas Andersson; Mikael Janslätt Axelsson; [2022]
    Keywords : Capacity planning; Strategic capacity planning; Manufacturing; Outsourcing; Sales and operations planning; S OP; Electronic manufacturing services; EMS; Technology and Engineering;

    Abstract : This master’s thesis explores how capacity planning in outsourced manufacturing can be improved through sales and operations planning (S&OP). The master’s thesis was done in collaboration with Axis Communications AB, where the capacity planning and S&OP processes were analyzed. READ MORE