34 uppsatser · sida 2 av 3
En studie som jämför riskjusterad avkastning mellan svenska etiska aktiefonder och traditionella aktiefonder
… return on the Swedish stock market. Theory: Beta, Jensen's Alpha, Sharpe ratio, Treynor ratio, and Modern Portfolio Theory. Method: Quantitative survey method, a statistical study. Conclusion:The study concludes that there is no significant difference between ethical and …
Stiftelserna som bildades ur de forna löntagarfonderna
… excess returns of a portfolio versus a proxy for the market, as well as the Sharpe-ratio. Thirdly, the estimated performance measures are used to analyse possible correlation with investor specific attributes such as size, yearly cost of portfolio management and formal economic …
… due to a more complete combustion, which is an important matter because of the sharpened environmental laws. This can be attained, among other things, by applying entirely variable cam times. To optimize the engines efficiency and its emissions at all workloads and speeds, an …
… bills and signals of insolvency become obvious and the banks start then to sharpen their attention on the companies and intensify the follow-up works. Another find-out of the study is that local factors which are contributing to failure are the large companies that are active in …
Fyra fallstudier om personaladministration under finanskrisen 2008
… management more than 400 billion SEK. In the comparison of the segments the Sharpe ratio has been used to calculate the risk-adjusted return. The study shows small differences of the risk-adjusted return between the segments. Results for the mutual fund companies in the minor …
En jämförelsestudie av fondbolag verkande inom tillväxtmarknader
… management more than 400 billion SEK. In the comparison of the segments the Sharpe ratio has been used to calculate the risk-adjusted return. The study shows small differences of the risk-adjusted return between the segments. Results for the mutual fund companies in the minor …
Uppsala stadskärna, en mångfald av människor och verksamheter?
… bank, financial advisor, mutual fund, risk, Capital asset pricing model, Sharpe ratio, Modigliani squared, mean variance. Our target group is bachelor students in business administration and employees at a bank.
- en kvalitativ fallstudie
… bank, financial advisor, mutual fund, risk, Capital asset pricing model, Sharpe ratio, Modigliani squared, mean variance. Our target group is bachelor students in business administration and employees at a bank.
En jämförande studie mellan aktieportföljers innehåll och prestation
Syfte: Studera sju portföljer och notera den bästa typen av portfölj med högst avkastning till lägst risk. Metod: Sekundärdata är grunden för uträkning av samtliga portföljers avkastningar, risker och korrelation. Studien är deduktiv med kvantitativa inslag av kända teorier av …
En studie som jämför riskjusterad avkastning mellan etiska och traditionella aktiefonder på den Svenska marknaden 2007-2011
… 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 calculations. A statistical analysis was applied …
Riskkapitalbranschens ersättningsform och dess plats i gällande svensk skatterätt
… funds. In examining the generation funds, evaluation dimensions Treynor and Sharpe ratio have been used to calculate the risk-adjusted returns. Furthermore, an empirical test has been conducted in which a monthly saving of 500 SEK per month has been combined with a buy-and-hold …
En jämförelse mellan generationsfonderna i Sverige
… funds. In examining the generation funds, evaluation dimensions Treynor and Sharpe ratio have been used to calculate the risk-adjusted returns. Furthermore, an empirical test has been conducted in which a monthly saving of 500 SEK per month has been combined with a buy-and-hold …
… three country funds. The calculation formulas that have been applied are: Sharpe ratio, standard deviation and Arithmetic Average. Conclusion: The Writers concluded that Sweden funds had the highest yield to lowest risk in both periods in all three major banks. We have also …
En jämförande studie om ädelmetallers diversifieringsegenskaper
… most return in relation to the least risk with the help of historical prices. Sharpe ratio is used to measure the profitability of precious metals by measuring the yield relative to the total risk. The study also measures precious metals correlation with shares.
En empirisk studie mellan Svenska och Globala aktiefonder
Syfte: Syftet med denna undersökning är att göra en komparativ studie mellan Sverige-och global aktiefonder för att vidare analysera vilka aktiefonder som ger högst avkastning. Metod: Uppsatsen bygger på en statistisk analys vilket sekundärdata ligger till grund för våra …
