Essays about: "stock market performance"

Showing result 1 - 5 of 449 essays containing the words stock market performance.

  1. 1. Black-Litterman Model for Portfolio Performance Enhancement - An Out-Of-Sample Evaluation of the Black-Litterman Model on a U.S. Stock-Dominated Portfolio

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Christoffer Hellekant; Rasmus Olofsson; [2022-02-15]
    Keywords : ;

    Abstract : In this thesis, the Black-Litterman model is evaluated out-of-sample and compared to mean-variance and naïve allocation. Two references are implemented in the Black-Litterman framework, the minimum-variance and naive portfolios. The study complements previ-ous work by considering a stock-dominated portfolio, where all assets are from the U.S. READ MORE

  2. 2. Deep Reinforcement Learning Approach to Portfolio Optimization

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Lorik Sadriu; [2022]
    Keywords : Deep Reinforcement Learning; Portfolio Optimization; Portfolio performance; EMH; Business and Economics;

    Abstract : This paper evaluates whether a deep reinforcement learning (DRL) approach can be implemented, on the Swedish stock market, to optimize a portfolio. The objective is to create and train two DRL algorithms that can construct portfolios that will be benchmarked against the market portfolio, tracking OMXS30, and the two conventional methods, the naive portfolio, and minimum variance portfolio. READ MORE

  3. 3. Energy renovation packages for the decarbonisation of Swedish multifamily buildings

    University essay from Lunds universitet/Institutionen för arkitektur och byggd miljö; Lunds universitet/Avdelningen för Energi och byggnadsdesign

    Author : Bhavik Daya; Hugh Nolan; [2022]
    Keywords : Decarbonisation; Renovation; Multi-family homes; Life Cycle Assessment; Life Cycle Costing; Technology and Engineering;

    Abstract : Sweden and Europe aim to be carbon neutral by 2045 and 2050 respectively. Upgrading the existing building stock has been identified as having great potential in assisting to realise these goals. READ MORE

  4. 4. Cryptocurrencies and Swedish Stocks Performance During the Covid-19 Shock : Which market suffered more from the Covid-19 pandemic

    University essay from Jönköping University/IHH, Nationalekonomi

    Author : Petter Helsén; Lukas Andersson; [2022]
    Keywords : ;

    Abstract : This paper explores whether cryptocurrencies outperformed the Swedish stock market during the Covid-19 pandemic. In the analysis, we used four cryptocurrencies in the form of Bitcoin, Ethereum, Cardano and Binance Coin, and the OMXS30 stock index. READ MORE

  5. 5. Predicting stock trading outcomes with deep learning

    University essay from Uppsala universitet/Institutionen för informationsteknologi

    Author : Emil Murman; [2022]
    Keywords : ;

    Abstract : Multiple deep learning approaches are applied on price data of Swedish stocks, including traditional artificial neural networks as well as recurrent neural networks. The trained models are evaluated using average returns from backtesting rather than training and/or validation error in order to approximate real-world trading performance. READ MORE