43 uppsatser · sida 2 av 3
En kombinationsmodell för att uppnå riskjusterad överavkastning
… A custom made investment model was created based on the purpose to achieve a risk-adjusted excess return. The results in general did not show any significant difference in return between the model's portfolio and index. However, the study also came to the conclusion that the …
En studie som jämför riskjusterad avkastning mellan etiska och traditionella aktiefonder på den Svenska marknaden 2007-2011
… Ethical equity Funds with Swedish traditional equity funds in terms of return, risk and risk-adjusted return. Theory: Sharpe ratio and Modigliani-Modigliani. Method: The essay will be based on a quantitative research method in which secondary data is the basis for the …
Till vilken grad tar innehavaren del av underliggande index avkastning?
The purpose of this essay is to evaluate stock index bonds return to risk ratio in order to investigate to which degree an investor in a stock index bond take part of the underlying index return and what the investor must pay for the security of not losing his funds. In order to …
En jämförande studie i nedgång och uppgång av den svenska börsen
… evaluate a comparative study between China and Russia funds in respect of the risks and returns. We also want to examine what has affected the funds in their respective domestic stock market. Method: The study is based on qualitative methodology to complement the quantitative …
En utvärdering av en portföljvalsstrategi på Stockholmsbörsen mellan 2004 och 2012
… that have been evaluated by several researchers and is said to generate a risk adjusted return greater than that of the market, is one based on the P/E-effect. This strategy is based on the financial ratio P/E ” price divided by earnings ” and used by constructing portfolios …
- Kan svenska investerare få högre riskjusterad avkastning genom aktiv förvaltning?
… study is to investigate which form of management that generates the highest risk-adjusted returns for the private investor during a ten year period and further to provide guidance to the investor in their investment choice. The focus is on Swedish and Global funds, which are the …
… CAPM. This model describes the relationship between an assets return and its risk in relation to an index. The risk parameter is called the beta value and has grown to be the dominating risk factor within financial economics literature. The use of beta values has been widely …
En studie av AP-fondernas riskjusterade avkastning åren 2003-2009.
… funds are the most common type. The purpose of this study is to analyze the risk-adjusted returns for the AP funds in the period 2003-2009. Study was based on five funds that are most similar and have the same mission. These funds are AP1, AP2, AP3, AP4 and AP7. The method used …
En studie av hedgefonders prestation i förhållande till traditionella fonder
… fonder? De traditionella fonderna har en relativ avkastning och en stor risk, medan de speciella eller hedgefonderna har en lägre risk och en absolut positiv avkastning oavsett marknadsläge.I denna studie kommer att undersökas om hedgefonders avkastningsmönster är trovärdig, och …
A study about the power of value investing on the stock market
… Metod: Studien baseras på en kvantitativ metod för att undersöka historiska aktievärden. Datan som används i undersökningen hämtas från Thomson Reuters Datastream och de statistiska värdena bearbetas i Microsoft Office Excel Teoretiska utgångspunkter: Studien har sin förklaring …
… benefit from commodity futures and how this will vary over different levels of risk. By using monthly data; 2002-2012, we have concluded that by adding commodity futures to efficient portfolios, the return-to-volatility increases. We have established that gold is a superior …
… three banks country funds are performing relative to each other in regard to risk and return. And to find out if there is any underlying factor that may have affected the stock exchange in the different countries. Methodology: The study is based on secondary data and will apply …
en jämförande studie om avkastning och risk mellan åren 2002-2010
… för dess låga avkastning. Problem: Vår huvudfråga är att jämföra AP-fondernas risk och avkastning med aktiemarknaden som helhet, detta ska ske med hjälp av två jämförelseindex: MSCI World och SIXRX. Syfte: Syftet med uppsatsen är att jämföra de fyra första AP-fondernas risk och …
En empirisk studie av Sharpekvot, Treynorkvot och M-kvadrat, år 1998-2008
My essay is on the subject of teachers work environment with focus on noise and communication. In the essay questions are raised on how a teacher can influence his or hers noisy work environment. A school is a large work place with many employees and is owned and administered by …
vad kostar etik?
… is to explain if ethical limitations in the selection of securities affect risk and return in the fund portfolio. This study has positivistic research approach and a quantitative method. The method involves some calculations and equations used that will be presented. The study …
