Essays about: "risk-adjusted return"

Showing result 21 - 25 of 171 essays containing the words risk-adjusted return.

1. 21. Negative Screening : an analysis of the cost or benefit related to screening on industries

   University essay from Uppsala universitet/Företagsekonomiska institutionen

   Author : Elin Kristoffersson; Noël Klarberg; [2022]
   Keywords : Sustainable finance; ESG; negative screening; industries; risk-adjusted return; cost; benefit; portfolio performance; CAPM; Fama-French; Carhart; Sharpe ratio;

   Abstract : This thesis studies the increasingly prevalent concept of sustainability in a financial context. Specifically, the question as to whether negative screening implies a cost or a benefit from an investor perspective is derived from past research’s inconclusive findings. READ MORE

3. 22. ESG: The Relationship Between “Ethical” Investing and Abnormal Returns

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Per Malm; [2022]
   Keywords : ESG; Abnormal Returns; High Minus Low; Asset Pricing Model; Business and Economics;

   Abstract : This essay examines the relationship between ESG and abnormal returns and its implications on investing. To investigate this topic, I allocate stocks into zero-investment portfolios based on high and low ESG, using three different weighting methods, equal weighting, value weighting and portfolio optimization. READ MORE

4. 23. The Effects of ESG Scores onStock Performance : A study of the risk-adjusted performance on European stocks

   University essay from Uppsala universitet/Företagsekonomiska institutionen

   Author : Katarina Ovuk; Angelica Grahovac; [2022]
   Keywords : ESG; environmental; social; governance; sustainability; abnormal returns; risk-adjusted performance; sustainable investing.;

   Abstract : This thesis aims to examine the relationship between ESG (Environmental, Social and Governance) ratings and the performance of European stocks. The purpose of this study is to examine the existing evidence pertaining to this relationship and the contradictory results that have been offered by previous scholars. READ MORE

5. 24. Impact of Transaction costs on dynamic portfolio optimizations : A comparison of active and passive investing in the realm of the Swedish stock market

   University essay from Jönköping University/Internationella Handelshögskolan

   Author : Toma Georgiev; Harbi Kurmakhadov; [2022]
   Keywords : Dynamic Optimization; Active Investing; Passive Investing; Transaction Costs; OMX30; Modern Portfolio Theory;

   Abstract : A growing number of studies have been conducted in the sphere of portfolio analysis concerning different approaches for analyzing stocks and outperforming the market. Pioneers in the sphere of portfolio theory like William Sharpe and Harry Markowitz have developed strategies and ratios for portfolio analysis that could generate positive risk-adjusted returns. READ MORE

6. 25. The relationship between sustainability and financial performance : An empirical study of Swedish equity funds

   University essay from Umeå universitet/Företagsekonomi

   Author : Erik Karlsson; Johan Grundberg; [2022]
   Keywords : sustainability; financial performance; msr;

   Abstract : The general relationship between sustainability and financial performance has been well examined, and there doesn't seem to be any general significant tradeoff between the two. However, the results are mixed and the many ways of defining both sustainability and financial performance has provided room for different interpretations and methodologies. READ MORE