Essays about: "risk return profile"

Showing result 21 - 25 of 26 essays containing the words risk return profile.

  1. 21. An Exploration Of: How Political Risk Components Affect The Stock Return And Volatility Considering Different Countries Of Varying Economic Development.

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Emma Fitzsimons; Minghong Sun; [2012]
    Keywords : Political risk; Government Stability; Socioeconomic Condition; Investment Profile; Internal Conflict; External Conflict; Stock Return; Business and Economics;

    Abstract : Five main components of political risk were extracted from the International Country Risk Guide (ICRG) Rating model, this paper researches the elements: Government Stability, Socioeconomic Conditions, Investment Profile, Internal Conflict and External Conflict. We have chosen four countries to examine: the United Kingdom, Mexico, China and Iran from different economic worlds. READ MORE

  3. 22. Contingent Hedging : Applying Financial Portfolio Theory on Product Portfolios

    University essay from IHH, Företagsekonomi

    Author : Victor Karlsson; Rikard Svensson; Viktor Eklöf; [2012]
    Keywords : Finance; Modern Portfolio Theory; Product Portfolios; Black-Litterman; Efficient Frontier; Investment Decisions; Commodities; Hedging; Risk Management; Contingent Hedge; Diversification; Risk Minimization; Return Optimization; Mining; Metals;

    Abstract : In an ever-changing global environment, the ability to adapt to the current economic climate is essential for a company to prosper and survive. Numerous previous re- search state that better risk management and low overall risks will lead to a higher firm value. READ MORE

  4. 23. Within Real Estate Diversification and Investment strategies

    University essay from KTH/Fastigheter och byggande

    Author : Anna-Viktoria Lind; [2012]
    Keywords : Diversification; real estate; investment strategy;

    Abstract : The efficient portfolios for the period 1993 – 2010 based on IPD data have a major portfolio weight in residential properties in the three largest regions Stockholm, Gothenburg and Malmo. The portfolio with the highest risk adjusted return (measured as the highest Sharpe-ratio) combines a large portfolio weight in residential properties with a small weight in industrial properties. READ MORE

  5. 24. Within Real Estate Diversification and Investment Strategies

    University essay from KTH/Fastigheter och byggande

    Author : Marcus Nyström; Anna-Viktoria Lind; [2012]
    Keywords : Diversification; real estate; investment strategy; efficient frontier; portfolio management;

    Abstract : The efficient portfolios for the period 1993 – 2010 based on IPD data have a major portfolio weight in residential properties in the three largest regions Stockholm, Gothenburg and Malmo. The portfolio with the highest risk adjusted return (measured as the highest Sharpe-ratio) combines a large portfolio weight in residential properties with a small weight in industrial properties. READ MORE

  6. 25. Economic Value Added® applied on the American Stock Market : Can the EVA® fundamental analysis increase the returns to a hedge-portfolio strategy with stocks sorted after book-to-market valuation and size?

    University essay from Företagsekonomiska institutionen

    Author : Rickard Bergman; Philip Gunnarsson; [2010]
    Keywords : Economic Value Added; EVA; fundamental analysis; hedge-portfolio; abnormal return; book-to-market;

    Abstract : In this paper, the popular fundamental analysis model Economic Value Added is tested for any ability to generate returns above that explained by book-to-market effects on American large cap stocks. A zero net-investment hedge portfolio-test was undertaken where the Economic Value Added® fundamental analysis was applied on a sample of large cap stocks, sorted into quintiles after book to market valuation. READ MORE