Essays about: "risk and return concepts"

Showing result 1 - 5 of 17 essays containing the words risk and return concepts.

  1. 1. There Is Nothing Certain But The Uncertain

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Hannes Thorstensson; Carl Tjernberg; [2023]
    Keywords : Uncertainty; Vol-of-vol; Ambiguity; Asset Pricing; Business and Economics;

    Abstract : Risk and risk aversion are crucial concepts in finance. Models in finance typically assume a known probability distribution of returns, which does often not hold in reality. This papers aims to measure the uncertainty surrounding the probability distribution in equity markets and to evaluate if such uncertainty is priced. READ MORE

  3. 2. Statistical arbitrage : Can a pairs trading strategy beat a buy-and-hold strategy?

    University essay from Uppsala universitet/Statistiska institutionen

    Author : André Aho; Simon Löw; [2022]
    Keywords : Algorithmic trading; Quantitative methods; Pairs trading; Cointegration; Sharpe ratio;

    Abstract : In this thesis, the aim is to investigate whether a pairs trading strategy on Swedish stocks can generate a higher risk-adjusted return compared to a buy-and-hold strategy on a benchmark index. The benchmark index is the OMX Stockholm Benchmark-index (OMXSBPI), which is an index that should reflect the Swedish market in general. READ MORE

  4. 3. EMPIRICAL ANALYSIS OF FACTORS AFFECTING THE EXPECTED RATE OF RETURN FOR ALL-ELECTRIC-VEHICLE MAKERS : USING REGRESSION ANALYSIS TO TEST THE SIGNIFICANCE OF THE CAPM AND FAMA FRENCH FACTORS ON THE CALCULATION OF THE EXPECTED RATE OF RETURN FOR 9 OF THE BIGGEST ALL-ELECTRIC VEHICLE MAKERS.

    University essay from Blekinge Tekniska Högskola

    Author : Dimitrios Felekidis; Sylwia Buczek; [2022]
    Keywords : Electric vehicles; All-electric vehicles; Expected return rate; Fama French Three-Factor Model; Fama French Five-Factor Model; CAPM model; Stock;

    Abstract : The All-Electric Vehicle (AEV) industry development has intensified and is connected to governmentefforts to minimize greenhouse gas emissions and encourage people to buy electric vehicles. This hasled to all the lights turning on newly established all-electric vehicle makers and some older players. READ MORE

  5. 4. 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

  6. 5. Investing for a Brighter Future :  A qualitative study of the management of impact investing in emerging markets.   

    University essay from Linnéuniversitetet/Institutionen för marknadsföring (MF)

    Author : Karl Berglund; Mårten Björnbom; Anton Rosander; [2020]
    Keywords : Impact Investing; Emerging Market; Management; Risk; Financial Return; Social Environmental Impact; Nordic impact investors; Dual Interest; Blended Value;

    Abstract : The purpose of this thesis is to gain a deeper understanding of the term impact investing and examine how Nordic impact investors manage risk, return, and social and/or environmental in emerging markets. Relevant aspects to impact investing have been identified to enable this thesis to be conducted. READ MORE