Essays about: "thesis in risk and return"
Showing result 1 - 5 of 316 essays containing the words thesis in risk and return.
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1. The Sustainable Era - The Excess Return on Swedish Sustainable Global Equity Funds
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : This thesis explores the relationship between the performance of Swedish global equity funds and the level of sustainability, as measured by the Morningstar Globe Rating, using a Fama-French six-factor model, globe rating categories, and time effects. Treating the Morningstar Globe Rating as a time-invariant variable, a sample of 80 Swedish global equity funds are divided into two sustainability groups, ‘Low’ and ‘High’, grouping funds with 1-3 globes into a reference group. READ MORE
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2. A valuation of Swedish hedge fund performance
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : In this thesis we present annual returns of Swedish hedge funds sorted by investment strategies and investigate which strategy performs best and how the Fama-French factors: market premium, value premium and growth premium affect these returns. The Fama-French three-factor model is built on the Capital Asset Pricing Model which tries to describe the relationship between the expected return of an asset and the risk of the asset compared to the market. READ MORE
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3. Rättvis vattenfördelning i klimatkrisens tid : en studie om hur Sverige kan ta lärdomar av extrema kontexter
University essay from SLU/Dept. of Landscape Architecture, Planning and Management (from 130101)Abstract : Sverige har hittills varit relativt förskonade från vattenproblematik, men det extrema väder orsakat av klimatförändringarna gör att även vi kan utsättas för bristande tillgångar på färskvatten och de sociala konsekvenser som medföljer. Ett sätt att förbereda oss i kampen mot det förändrade klimatet och dess konsekvenser kan vara att studera extrema kontexter, områden som redan idag visar på resultatet av klimatförändringarna. READ MORE
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4. Robust Portfolio Optimization with Correlation Penalties
University essay from KTH/Matematisk statistikAbstract : Robust portfolio optimization models attempt to address the standard optimization method's high sensitivity to noise in the parameter estimates, by taking an investor's uncertainty about the estimates into account when finding an optimal portfolio. In this thesis, we study robust variations of an extension of the mean-variance problem, where an additional term penalizing the portfolio's correlation with an exogenous return sequence is included in the objective. READ MORE
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5. Att vårda och bevara - Närmare om vård- och bevarandeplikten vid hyra av lös sak i kommersiella förhållanden
University essay from Lunds universitet/Juridiska institutionen; Lunds universitet/Juridiska fakultetenAbstract : Renting movable property is both practical and cheap. In many cases it serves as an alternative to buying. Renting has ancient origins and was previously referred to as “saklega”. Two aspect that distinguishes the rental relationship from other types of contracts is the renter’s duty of care1 and the owner’s duty of preservation. READ MORE
