Essays about: "traditional portfolio theory"

Showing result 1 - 5 of 38 essays containing the words traditional portfolio theory.

1. 1. Beyond the Crisis: A Safe Haven Analysis : Empirical Insights into the Divergence of Gold and Bonds for Portfolio Hedging

   University essay from Umeå universitet/Företagsekonomi

   Author : Anthony Baugi; Eugene Zhang; [2024]
   Keywords : Gold; Bonds; Safe Haven; Hedging; US Treasury; Volatility; Covid; Portfolio Theory; Asset Dynamics; Fiscal Policy; Monetary Policy; Financial Crisis; Asset Management; Risk Management; Portfolio Risk;

   Abstract : Purpose: This thesis investigates the relationship concerning traditional safe haven assets, gold and US 10-year treasury bonds during periods of market instability, specifically during the economic concerns raised by the COVID-19 pandemic. It assesses the hedging and safe haven properties of these assets and their dynamic nature throughout two periods of unconventional monetary and fiscal policy measures by the Federal Reserve & US Congress respectively. READ MORE

3. 2. 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

4. 3. Sustainability Filtration and Optimization: A Stepwise Integration Approach

   University essay from KTH/Matematik (Avd.)

   Author : Soroosh Jalaei; [2023]
   Keywords : Sustainability; Modern Portfolio Theory; Optimization; Sequential Quadratic Programming; Optimal ESG Portfolio.; Hållbarhet; Modern portföljteori; Optimering; Sequential Quadratic Programming; Optimal ESG-portfölj.;

   Abstract : This thesis explores the integration of sustainability into Modern Portfolio Theory (MPT) optimization by introducing stepwise filtration and optimization. This study acknowledges the growing importance of sustainability in investment strategies and modifies the traditional MPT framework to include environmental, social, and governance (ESG) factors. READ MORE

5. 4. The effect of covid-19 announcement on sustainable investment portfolios : Observation of the flight-to-quality phenomenon

   University essay from Jönköping University/Internationella Handelshögskolan

   Author : Vladislovas Urbonavicius; Iulia Chirita; [2023]
   Keywords : Sustainable investment portfolio; ESG; Covid-19; Flight-to-quality; Market Shock; Cryptocurrency; Proof-of-stake; proof-of-work.;

   Abstract : The economic impact of the COVID-19 pandemic is still an ongoing topic, broadly analysed and discussed in many studies. Recent articles state that sustainable assets can offer return volatility resilience during demand shock events and, in some cases, provide higher returns than their unsustainable counterparts. READ MORE

6. 5. Is reaching for the whisky bottle justified? Examining the value of whisky and its inclusion in the optimal portfolio

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Gustaf Lugnegård; Hugo Freij; [2023]
   Keywords : Whisky; hedonic regression; convenience yield; portfolio theory; Business and Economics;

   Abstract : This study aims to evaluate whisky as an investment through two research questions: “What affects the value of whisky?” and “Should whisky be included in the optimal portfolio?”. The value of whisky is examined by constructing a hedonic regression using five hedonic attributes. Also, the convenience yield associated with whisky is examined. READ MORE