Essays about: "riskjusterad avkastning"

Showing result 1 - 5 of 26 essays containing the words riskjusterad avkastning.

  1. 1. ESG Balancing the Books and the Planet: A Quantitative Analysis of Risk-Adjusted Returns in ESG and Traditional Funds

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Benjamin Javidi; Malin Larsson; [2023-08-25]
    Keywords : Capital Asset Pricing Model CAPM ; Fama-French three-factor model; ESG; Sharpe ratio; OLS Regression Analysis; Modern Portfolio Theory;

    Abstract : The demand for sustainable investment has increased in the last decade. “Environmental, Social and Governance” (ESG) are characteristics within sustainable investment and are commonly considered in private investing. READ MORE

  3. 2. Structural Review and Performance Evaluation of Real Estate Tokens

    University essay from KTH/Fastighetsekonomi och finans

    Author : Berke Bayhoca; [2023]
    Keywords : Blockchain; Security Token; Real Estate; Portfolio Management; Blockchain; Säkerhetstoken; Fastigheter; Portföljförvaltning;

    Abstract : This thesis study includes quantitative and qualitative research on real estate tokens, one of the leading security tokens. Security tokens, which are based on blockchain technology, are rapidly becoming widespread as new era investment products. Real estate tokens have long stood out as one of the most popular of these tokens. READ MORE

  4. 3. A Study on Algorithmic Trading

    University essay from KTH/Hälsoinformatik och logistik

    Author : Philip Hägg; [2023]
    Keywords : Algorithms; financial engineering; software engineering; algorithmic trading; tech- nical analysis; Algoritmer; Finansiell matematik; Mjukvaruutveckling; Algoritmisk aktiehandel; Teknisk analys;

    Abstract : Algorithms have been used in finance since the early 2000s and accounted for 25% of the market around 2005. In this research, algorithms account for approximately 85% of the market. The challenge faced by many investors and fund managers is beating the Swedish market index OMXS30. READ MORE

  5. 4. Developing an Infrastructure Index in Accordance with Investor Expectations

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Ludvig Frykholm; Jacob Toresson; [2022]
    Keywords : infrastructure; infrastructure investments; infrastructure index; infrastructure asset class; index methodology; listed equity market; infrastruktur; infrastrukturinvesteringar; infrastrukturindex; infrastruktur som tillgångsklass; indexmetodik; aktiemarknad;

    Abstract : Infrastructure consists of facilities and services that are considered essential to the functioning and economic productivity of society (Preqin, 2022). The rapid economic growth over the past decades has led to an increase in the demand for fundamental functions such as energy, telecommunications, and transportation. READ MORE

  6. 5. Real Estate Tokenization : Structure, Performance and Liquidity Implications

    University essay from KTH/Fastigheter och byggande

    Author : Felix Kull; Theodor Naumann; [2022]
    Keywords : Blockchain; Real Estate; Real Estate Token; Tokenization; Liquidity; Blockchain; Fastigheter; Fastighetstoken; Tokenisering; Likviditet;

    Abstract : 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