Essays about: "risk indexing"
Found 5 essays containing the words risk indexing.
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1. A Wolf In Sheep's Clothing, A study about potential closet indexing in the Swedish equity mutual fund industry.
University essay fromAbstract : 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
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2. A comparative study of word embedding methods for early risk prediction on the Internet
University essay from Uppsala universitet/Institutionen för lingvistik och filologiAbstract : We built a system to participate in the eRisk 2019 T1 Shared Task. The aim of the task was to evaluate systems for early risk prediction on the internet, in particular to identify users suffering from eating disorders as accurately andquickly as possible given their history of Reddit posts in chronological order. READ MORE
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3. Fire Risk and Vulnerability in Urban Informal Settlements in Metro Manila
University essay from Lunds universitet/Avdelningen för Riskhantering och SamhällssäkerhetAbstract : Urban fires, particularly in informal settlements in rapidly urbanizing cities in the developing world, are an “everyday disaster” that oftentimes goes unnoticed or under-served in the face of disturbances of the more “lethal reputation”. These disturbances of normal existence are arguably the most debilitating to vulnerable communities and sustainable development, and yet get little attention in disaster literature or in practice. READ MORE
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4. A smart beta investment strategy to make risk more transparent : A quantitative study as a contribute to lowering the systemic risk, without sacrifice of return.
University essay from Mittuniversitetet/Avdelningen för ekonomivetenskap och juridikAbstract : This study have focused on the creation of a smart beta investment strategy to make risks in terms of beta for individual assets more transparent, and to explore if the constructed portfolios risk in terms of standard deviation significantly gets lower than for different benchmark indexes. The strategy could be used for investors who want to decrease their contribution to systemic risk, without sacrificing return. READ MORE
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5. Can algorithmic trading beat the market? : An experiment with S&P 500, FTSE 100, OMX Stockholm 30 Index
University essay from IHH, Economics, Finance and Statistics; IHH, NationalekonomiAbstract : The research at hand aims to define effectiveness of algorithmic trading, comparing with different benchmarks represented by several types of indexes. How big returns can be gotten by algorithmic trading, taking into account the costs of informational and trading infrastructure needed for robot trading implementation? To get the result, it’s necessary to compare two opposite trading strategies: 1) Algorithmic trading (implemented by high-frequency trading robot (based on statistic arbitrage strategy) and trend-following trading robot (based on the indicator Exponential Moving Average with the Variable Factor of Smoothing)) 2) Index investing strategy (classical index strategies “buy and hold”, implemented by four different types of indexes: Capitalization weight index, Fundamental indexing, Equal-weighted indexing, Risk-based indexation/minimal variance). READ MORE
