Essays about: "thesis on stock return"

Showing result 21 - 25 of 255 essays containing the words thesis on stock return.

  1. 21. 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

  3. 22. The Swedish inflation rate and stock market returns: does the Fisher effect exist?

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Adam Malmén; Anton Persson; [2022-02-15]
    Keywords : ;

    Abstract : In Sweden the annual inflation rate raised in September 2021 above the Sveriges Riksbank inflation target of two percent annually, which has been the central bank's inflation target since 1995. This created a discussion regarding if the repo interest rate should be increased from currently zero percent. READ MORE

  4. 23. Acquisitions and Operational Efficiency Change: A Regression Analysis

    University essay from KTH/Matematisk statistik

    Author : Axel Knut Jakobsson; William Vedage; [2022]
    Keywords : Applied Mathematics; Multiple Linear Regression; Acquisitions; Tillämpad matematik; Multipel linjär regression; Företagsförvärv;

    Abstract : Despite much research indicating that acquisitions are unsatisfactory in generating value, in terms of stock market return, their continued and growing existence highlights that acquisitions play an essential role in the corporate landscape, and will only continue doing so moving forward.  This continuous undertaking in acquisitions despite a lacking performance inspired a thesis that is focused on viewing acquisitions through an operational perspective. READ MORE

  5. 24. An Analysis of Lockdown and the Effect on Stock Returns : Does Lockdown during COVID-19 Serve as an Explanatory Variable in the Performance of the Danish Stock Market?

    University essay from Stockholms universitet/Företagsekonomiska institutionen

    Author : Julia Björnemark; Kimsy Lilja; Emma Norenius; [2022]
    Keywords : COVID-19 Pandemic; Lockdown; Difference-in-Difference DiD ; Stringency Index; Large-Cap; Stock Return; Swedish Stock Market; Danish Stock Market;

    Abstract : This thesis investigates if the announcement of lockdown had a significant impact on stock market return in Denmark. The research approach used is quantitative and deductive and the sample consists of ​​daily adjusted close prices of stock from the 20 largest listed companies in Denmark, according to market capitalization rate. READ MORE

  6. 25. Stock market estimation : Using Linear Regression and Random Forest

    University essay from Umeå universitet/Institutionen för datavetenskap

    Author : Daniel Kastberg; [2022]
    Keywords : Machine Learning; Random Forest; Linear Regression;

    Abstract : Stock market speculation is captivating to many people. Millions of people worldwide sell and buy stocks in the hope of turning a profit. READ MORE