Essays about: "risk-adjusted return"
Showing result 1 - 5 of 155 essays containing the words risk-adjusted return.
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1. How to choose green?
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : 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
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2. Does a portfolio of growth stocks outperform a portfolio of value stocks? : Evidence from Sweden and Norway
University essay from Umeå universitet/FöretagsekonomiAbstract : A high return is a driving factor for most investors. The ways to reach success are many and different investment strategies on how to earn high returns have been discussed for decades. READ MORE
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3. ESG scores´ effect on investment strategies : How does Dogs of Dow and The Magic Formula´s performance get effected when weighted according to their ESG score?
University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)Abstract : This thesis investigates the two investment strategies Dogs of Dow and The Magic Formula. We test how the strategies perform when getting weighted to ESG scores and also if they outperform OMXSPI during the years 2012-2022. READ MORE
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4. Real Estate Tokenization : Structure, Performance and Liquidity Implications
University essay from KTH/Fastigheter och byggandeAbstract : This thesis incorporates a quantitative and qualitative approach to studying real estate tokenization. Real estate tokens are a rapidly-growing investment product with a foundation in blockchain technology. READ MORE
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5. Active versus Passive fund performance : A quantitative study in risk-adjusted return between actively and passively managed equity funds from 2010 until 2021 including the COVID-19 pandemic
University essay from Jönköping University/IHH, NationalekonomiAbstract : The following paper is a quantitative study that examine whether actively managed equity funds have a higher risk-adjusted return than index funds. The study uses the performance measurement Sharpe ratio to determine the risk-adjusted return for the funds. The time-period of the examination was between January 2010 until December 2021. READ MORE
