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Dissertations / Theses on the topic 'Factor investing'

Author: Grafiati

Published: 4 June 2021

Last updated: 25 July 2025

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1

Palesa, Elia <1993&gt. "Factor Investing." Master's Degree Thesis, Università Ca' Foscari Venezia, 2017. http://hdl.handle.net/10579/10630.

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In recent years, factor investing has seen increased interest in the asset management industry. Also referred to as "Smart Beta" strategies, factor investing incorporates both the characteristics of passive and active strategies: it uses a transparent and systematic approach, but aims at over performing a benchmark. Despite the increased popularity, some questions arise, especially with the number of risk factors growing over the last few years. What is a risk factor? Are all risk factors well-rewarded? Is factor-based allocation superior to asset-based allocation? The main purpose of this th

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2

Saliba, Tommy, and Philip Thulin. "Smart Beta Factor Investing." Thesis, Högskolan i Jönköping, Internationella Handelshögskolan, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-44086.

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Pantchev, V. (Vekil). "Factor investing with risk parity portfolios." Master's thesis, University of Oulu, 2017. http://urn.fi/URN:NBN:fi:oulu-201709062850.

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This thesis investigates factor investing and risk parity methods by constructing seven risk parity portfolios. We find that both single-factor portfolios and multi-factor risk parity portfolios outperform the market and our benchmarks. The methods produce higher absolute returns and better risk-adjusted returns with lower volatilities and drawdowns. Therefore, the presented methodologies may benefit investors by providing more efficient portfolios and greater risk management. We use long-only factor tilt indices to construct the portfolios as this is one of the simplest ways to implement such

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Mansnérus, B. (Ben). "Factor investing using risk parity optimization." Master's thesis, University of Oulu, 2018. http://urn.fi/URN:NBN:fi:oulu-201811283113.

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Investor’s dilemma is: “How to earn the highest possible return with the lowest possible risk.” Yet, if we understood better what is driving the returns and risks, our portfolios could become better performing and diversified. We would also potentially encounter less unpleasant surprises during economic downturns. This seemingly easy question has become a challenging one since investors have failed to diversify portfolios well enough especially during bad times. Factors are currently a popular topic in the financial industry. Yet, majority of the literature focuses on the significance of ce

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Varejes, Luc. "Interaction effects within factor investing in a South African context." Master's thesis, University of Cape Town, 2017. http://hdl.handle.net/11427/25531.

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The notion of portfolio tilting towards fundamental factors has been the subject of many empirical studies over the last few decades. With this being said, there is limited literature on the interaction effects between these individual factors. This dissertation focuses specifically on quality, value, low volatility and momentum and determines which factors have the largest impact on portfolio return. In addition to testing these single factor portfolios, the various interaction effects between the individual factors are investigated. This framework is divided into two parts. The first, is an

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Pettersson, Anton. "Investing made easy : Make pension investment based on one single factor." Thesis, Jönköping University, Internationella Handelshögskolan, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-48565.

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As a part of the Swedish pension system all participants in the working population are given the control of an investment account, which is funded with their pension contributions. The purpose of the account is to allow everyone the possibility to tailor their pension investments in accordance with personal values about risk and expected returns. However, it is shown that many Swedish adults lack the knowledge needed to make informed financial decisions and are therefore at risk of hurting their pension when investing in these accounts. This thesis tries to identify whether a simple but effect

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Molander, Jonathan, and Loo Lennart van. "Active Versus Passive Investing : A Comparative Analysis." Thesis, Internationella Handelshögskolan, Jönköping University, IHH, Företagsekonomi, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-49153.

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The increasing popularity of passive investment strategies causes the long-term feasibility of active investing to be questioned more often. Therefore, this research aimed to uncover whether active investors' influence on fund performance is positive and significant enough to offset the cost involved, thereby providing reasoning for active rather than passive investing. A comparative analysis of 211 actively managed funds and 191 market and industry-specific indices is performed. Security selection skills and market timing ability are captured through a model comprising of the Fama French thre

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Cosentino, Matteo <1989&gt. "Sin Stocks and Sustainable Investing. An Empirical Study on Multi-factor Models." Master's Degree Thesis, Università Ca' Foscari Venezia, 2021. http://hdl.handle.net/10579/18523.

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The purpose of this paper is to analyze a portfolio of so-called “sin stocks”, i.e. companies providing products or services considered immoral compared to common standards of ethics. The sample used for the analysis involves tobacco firms, gambling companies, alcohol producers operating both in Europe and in the United States. The “sin” concept is paired with the Capital Asset Pricing Model (CAPM), Return-based Style Analysis Methodology and Event Study Approach. Specifically, the two research hypotheses to test aim to understand whether the sin stock portfolio earns abnormal returns over the

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Adolfsson, Teodor, and Henrik Domellöf. "Factor Investing on the Swedish Stock Market : A Quantitative Study of a Model Based on Quality and Value." Thesis, Umeå universitet, Företagsekonomi, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-149715.

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Investors and fund managers have, since the start of financial markets, always been on the lookout for new ways of beating the market. However, researchers of the Efficient Market Hypothesis have shown that markets are usually highly efficient, implying that there are few possibilities of earning returns that are higher than the market returns, on a risk adjusted basis. Prevailing theories, such as the Capital Asset Pricing Model, has shown that increased return must stem from taking on higher risk. Though, this model’s explanatory power has been challenged by numerous researchers who propose

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Nordström, Daniel, and Sofia Lindh. "Magic Formula på den svenska aktiemarknaden : Kan en värdeinvesteringsstrategi generera abnormal avkastning på lång sikt?" Thesis, Uppsala universitet, Företagsekonomiska institutionen, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-414789.

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Att slå marknaden har varit ett kontroversiellt ämne inom akademin under en väldigt lång tid.Enligt EMH, en grundläggande finansteori, är det inte möjligt att “slå marknaden” under enlång tid utan att ta högre risk. Hedgefond-förvaltaren Joel Greenblatt publicerade år 2006 enformel som ska kunna prestera över marknaden till lägre risk, även långsiktigt, The MagicFormula. Denna studie utvärderar en Magic Formula-portfölj på den svenska marknaden i syfteatt undersöka om den kan generera en abnormal avkastning i perioden år 2000-2020. Dettagenomförs genom en kvantitativ analys. Resultaten visar a

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Åman, Antti, and Toni Åman. "ESG-betygs inverkan på riskjusterad avkastning : En granskning av finansiella bolag i norden." Thesis, Högskolan i Gävle, Avdelningen för ekonomi, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:hig:diva-32792.

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Syfte: Företagens påverkan på samhället kopplat till ansvarsfulla investeringar är inget nytt. De senaste årens ökade kapitalflöden från en bred samling investerare mot hållbara investeringar leder fram till den här studiens syfte: Syftet med uppsatsen är att genom en uppdelning av nordiska finansiella bolag i portföljer utifrån ESG-betyg undersöka om ESG-betyget påverkar den riskjusterade avkastningen i de olika portföljerna. För att svara på denna högaktuella fråga genomför författarna i studien en tidsresa bakåt i tiden bland tongivande forskare, och, i flera fall nobelprisvinnares finansie

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Багдасарян, Тамара, and Tamara Bahdasarian. "The influence of behavioral factors on the stock market." Thesis, Національний авіаційний університет, 2020. http://er.nau.edu.ua/handle/NAU/43600.

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There is an old saying on Wall Street that the market is driven by just two emo-tions: fear and greed. They can be a real disaster as they can affect stock markets and human intentions as well. In the realm of investing, one often hears about, for instance, the contrast of value investing and growth investing. These are important concepts, but human psychology is equally important. There is a vast academic literature, known as "behavioral finance," devoted to the topic. Our goal below is to describe what happens when emotions drive investment decisions

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Hornychová, Taťána. "Francouzské a belgické investice v regionech ČR." Master's thesis, Vysoká škola ekonomická v Praze, 2011. http://www.nusl.cz/ntk/nusl-113462.

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This diploma thesis focuses on foreign direct investment (FDI) coming to different regions of the Czech Republic. This investment play a crucial role in socioeconomic development of the country and therefore it is an important part of regional development policies. Thesis concentrates on French and Belgian investors and its aim is to determine the key factors that influence the localization of FDI coming from France and Belgium to regional economies of the Czech Republic. In the first chapter theoretical data concerning this topic is introduced, followed by closer description of development of

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Burda, Pavel. "Investice do sportovního talentu." Master's thesis, Vysoká škola ekonomická v Praze, 2016. http://www.nusl.cz/ntk/nusl-264096.

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The aim of this thesis is to evaluate investments in the sports talent of the young tennis players and assess the risks of the investment. The theoretical part focuses on the key concepts related to the work and the methods which are applied in the thesis. The practical part contains an evaluation of the effectiveness of investments and significance of risk factors that affect investment. This thesis uses traditional dynamic methods for evaluating investments and Monte Carlo simulation method to evaluate the significance of risk factors for investment. Part of the collection of information for

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Arfsten, Michael Conrad. "Venture selection and decision factors influencing risk and return for angel investing." Thesis, Argosy University/Twin Cities, 2013. http://pqdtopen.proquest.com/#viewpdf?dispub=3569808.

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<p> The study analyzed survey data and investment returns from 477 angel investment ventures to evaluate factors related to financial rates of return. Principal components analysis, linear regression, and nonparametric methods were used to reduce and analyze the data. The findings indicated that only the angel investor’s perception of market risk was related to the rates of return on their investment, and that the rates of return to the angel investors was superior to alternative investments in common market indexes. Logistic regression was used to construct a model that increased predic

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Blandford, Nicholas, Timothy Nash, and André Winter. "Strategic Sustainable Investing : Recognizing Value in Transitional Leadership." Thesis, Blekinge Tekniska Högskola, Avdelningen för maskinteknik, 2008. http://urn.kb.se/resolve?urn=urn:nbn:se:bth-2265.

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Institutional Investors own a large share of publicly traded companies, controlling a significant amount of the economy‟s working capital. These investors currently use little or no sustainability-related information to make their decisions, reinforcing a loop of increasingly unsustainable growth. This paper puts forward a new investment strategy that recognizes true movement towards sustainability and its link with bottom line benefits for investors: Strategic Sustainable Investing (SSI). To achieve this desired future, Institutional Investors must be able to recognize corporations that are s

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Kubátová, Monika. "Regionální diferenciace přímých zahraničních investic." Master's thesis, Vysoká škola ekonomická v Praze, 2008. http://www.nusl.cz/ntk/nusl-77008.

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The thesis describes and analyses the development of foreign direct investments in Czech Republic with emphasis on state and regional level. The goal of my thesis, focusing on the topic "Regional differences of foreign direct investments", is to answer the question if foreign direct investments help to decrease the regional disparities. The first part of the thesis oves more detail sof FDI definition, types, factors of localizations and barriers. Second part of the thesis answers the question if FDI brings positive impact to economic development. The third part defines the regions supported by

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Vass, Susanna. "Investing in commercial real estate : An analysis of the purchasing power in Stockholm´s retail areas." Thesis, KTH, Fastigheter och byggande, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-96476.

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The interest in investing in commercial real estate has increased in recent years and as a result the need for making well informed investment decisions has increased as well. Investing in real estate is different from investing in other asset classes due to its longevity, spatial constraint, regulatory framework etc. and thus investing in commercial real estate requires knowledge of the specific attributes of the property itself as well as in the factors in the surrounding area that affect the property. Thus, the purpose of this thesis is to enlighten the reader of the various investment issu

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Balasubramaniam, Arun S. M. Massachusetts Institute of Technology. "Socially Responsible Investing : a comparative analysis of environmental, social, governance, reputational and labor factors." Thesis, Massachusetts Institute of Technology, 2011. http://hdl.handle.net/1721.1/76922.

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Thesis (S.M. in Engineering and Management)--Massachusetts Institute of Technology, Engineering Systems Division, System Design and Management Program, 2011.<br>Cataloged from PDF version of thesis.<br>Includes bibliographical references (p. 89-92).<br>Socially Responsible Investing (SRI) aims to deliver competitive investment returns while fostering social good. It aims achieves its objective by including a firm's corporate social performance (CSP) in its investment d s . I has giesgnfct momentum over the past few years and is poised to assume a mainstream role in the asset management busines

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Atouati, Samed. "Du texte aux chiffres : La NLP pour la prédiction des actifs financiers." Electronic Thesis or Diss., Institut polytechnique de Paris, 2022. http://www.theses.fr/2022IPPAT026.

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L’objectif de la thèse est d’étudier à quel point les données en langage naturel peuvent être utiles pour mieux comprendre les relations entre le sentiment public et les entreprises, ainsi qu’entre ce sentiment et les changements de prix sur les marchés. Pour ce faire, nous étudions des données NLP provenant de différentes sources : Twitter, les rapports des entreprises et Reddit. Nous obtenons des résultats prometteurs pour certaines sources, tandis que d’autres n’ont qu’une utilité limitée en ce qui concerne l’évolution des cours des actifs. Elles restent cependant pertinentes pour comprendr

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Čurdová, Ivana. "Komparace investičního prostředí České republiky a Irska." Master's thesis, Vysoká škola ekonomická v Praze, 2013. http://www.nusl.cz/ntk/nusl-199275.

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This thesis deals with the characteristics of the investment climate of Ireland and the Czech Republic, in the context of developments over the last few decades mainly assesses the current state. Analysis of the investment environment is complemented by empirical data analysis of FDI inflows into both countries. The theoretical part specifies basic characteristics of foreign direct investment and defines factors of investment attractiveness based on several approaches. The knowledge gained from theoretical and practical part are subsequently evaluated. Comparison of investment environment in t

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Dobrá, Soňa. "Rakouské a německé investice v regionech ČR." Master's thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-18764.

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The theme of the diploma thesis is focused on foreign direct investment (FDI) because of its importance in development of regional economies in the Czech Republic. It makes it a fundamental topic in the sphere of regional development. The main goal of the thesis is to define the key factors affecting localization of German and Austrian FDI into regional economies of the Czech Republic. At the beginning summary of theoretical data concerning this topic is introduced, followed by description of development of FDI in the Czech Republic and characteristic of German and Austrian investment in the C

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Urbařová, Veronika. "Investiční klima ve vybraných regionech Švýcarska se zaměřením na sídla nadnárodních koncernů." Master's thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-75093.

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During the last years Switzerland has become the most favourite destination of the multinational corporations for localization of global or regional headquarters. The aim of this master thesis is to research the investment climate in each of the Switzerland's regions and to find out which factors play the most important role when multinational corporations are making decision about localization of their headquarters. In relation, I have defined another aim which is verification of the hypothesis which says that nowadays very important role in deciding about localization of multinational corpor

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Hánečka, Martin. "Lokalizace přímé zahraniční investice ve Střední Evropě." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2008. http://www.nusl.cz/ntk/nusl-264901.

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This master´s thesis “The Localization of Foreign Direct Investment in the region of Middle Europe“ is focused on localization of foreign direct investment in the region of Middle Europe and possiblities of making easier localization decision. The first part of the thesis summarizes teoretical knowledge of foreign direct investment, their difinitions, typology and effects on economy. The second part is focused on the analysis of localization factors of strategic services sector. On the analysis basis, in the final part is created the model, which can be used for easier localization decision ma

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Petkova, Polina. "Porovnání investičního prostředí České republiky, Slovenska, Maďarska a Polska." Master's thesis, Vysoká škola ekonomická v Praze, 2012. http://www.nusl.cz/ntk/nusl-164000.

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This thesis focuses on the topic of foreign direct investments in the Visegrád Group, members of which are the Czech and Slovak Republics, Hungary and Poland. These four countries are involved in strong competition in attracting FDI. The main purpose of this thesis is to review the investment attractiveness of these countries and provide an overview about the available investment incentives. Therefore, the first part of the paper defines the term of "foreign direct investment"including its types. Subsequently the author provides an overview about the most relevant FDI theories and the factors

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Al, Wakil Anmar. "Modélisation de la Volatilité Implicite, Primes de Risque d’Assurance, et Stratégies d’Arbitrage de Volatilité." Thesis, Paris Sciences et Lettres (ComUE), 2017. http://www.theses.fr/2017PSLED047/document.

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Les stratégies de volatilité ont connu un rapide essor suite à la crise financière de 2008. Or, les récentes performances catastrophiques de ces instruments indiciels ont remis en question leurs contributions en couverture de portefeuille. Mes travaux de thèse visent à repenser, réinventer la philosophie des stratégies de volatilité. Au travers d'une analyse empirique préliminaire reposant sur la théorie de l'utilité espérée, le chapitre 1 dresse le diagnostic des stratégies traditionnelles de volatilité basées sur la couverture de long-terme par la réplication passive de la volatilité implici

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Lehmann, Richard. "The impact of FDI on productivity - Spillovers effects in the Czech Republic." Master's thesis, Vysoká škola ekonomická v Praze, 2008. http://www.nusl.cz/ntk/nusl-4175.

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This dissertation analyzes productivity changes connected with inflow of foreign direct investment. Specifically indirect effects of foreign direct investment (spillovers) on firms in the Czech Republic in period 2000 -- 2006 are analyzed. As a proxy for productivity spillovers is used total factor productivity, which is retrieved by implementing the Levinsohn -- Petrin technique, which control the simultaneity bias in the production function. Using firm-level data, obtained from Amadeus database, a significant spillovers effects of foreign direct investment on productivity were identified --

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Malý, Lukáš. "Analýza ekonomických rizik investičního projektu." Master's thesis, Vysoké učení technické v Brně. Fakulta stavební, 2015. http://www.nusl.cz/ntk/nusl-227549.

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This thesis focuses on considering of the investor economic risk during the preparation of the investment project including the financial plan, its evaluation and suggestions of proposals for risk reduction. Correct decisions on implementation or rejection of the project are based on the realistic financial plan. However, expenses and revenues are only implied and are burdened with some variability that leads to the risk of failure to achieve the planned values. To assess the acceptability of certain risks for the investor, an analysis of risk factors was conducted. The factors are first ident

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Åkerdal, Johan, Ella Werner, and Ted Andersson. "Investeringsprocessen och beslutsfaktorer : - En fallstudie om tre tillverkningsföretag." Thesis, Linnéuniversitetet, Institutionen för ekonomistyrning och logistik (ELO), 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-35972.

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Bakgrund: Investeringsplanering utgör en stor del av företagets totala planing. Behovet attinvestera har under senare år tilltagit. Anledningar till detta är bland annat;strukturomvandling, ökad priskonkurrens, optimism samt ökad ekonomisk aktivitet. Specifiktför tillverkningsindustrin är ökade kapacitetsbehov och nya produktionskrav.Tillverkningsindustrin är vidare investeringsintensiv och har under senare tid upplevt ett ökatinvesteringbehov.Problemdiskussion: Investeringar är ett ämne där ett brett utbud av tidigare forskningföreligger. Dock är processen ett relativt outforskat område. Förh

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Vivekarajah, Sivapalan. "Exploring the factors that determine the success of global venture capital investing in the emerging markets of South East Asia using a grounded theory and case studies approach." Thesis, University of Edinburgh, 2006. http://hdl.handle.net/1842/25273.

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Narang, Anish. "Mitigating high ‘equity capital’ risk exposure to ‘small cap’ sector in India: analysing ‘key factors of success’ for ‘Institutional Investors’ whilst Investing in small cap sector in India." reponame:Repositório Institucional do FGV, 2014. http://hdl.handle.net/10438/13469.

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Submitted by Anish Narang (anish.narang2015@fgvmail.br) on 2015-02-25T13:01:52Z No. of bitstreams: 1 Anish narang.pdf: 1328100 bytes, checksum: 030185d48abceb21a619de4e291e2ddc (MD5)<br>Approved for entry into archive by Marcia Bacha (marcia.bacha@fgv.br) on 2015-03-03T12:46:22Z (GMT) No. of bitstreams: 1 Anish narang.pdf: 1328100 bytes, checksum: 030185d48abceb21a619de4e291e2ddc (MD5)<br>Approved for entry into archive by Marcia Bacha (marcia.bacha@fgv.br) on 2015-03-03T12:46:38Z (GMT) No. of bitstreams: 1 Anish narang.pdf: 1328100 bytes, checksum: 030185d48abceb21a619de4e291e2ddc (MD5)<

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Kvaal, Leif Christian. "Structural changes in the Chinese economy and foreign direct investment: risk factors affecting the business policy of multinational corporations investing through equity joint ventures in China from 1979 to 1989." Thesis, Boston University, 1994. https://hdl.handle.net/2144/27698.

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Boston University. University Professors Program Senior theses.<br>PLEASE NOTE: Boston University Libraries did not receive an Authorization To Manage form for this thesis. It is therefore not openly accessible, though it may be available by request. If you are the author or principal advisor of this work and would like to request open access for it, please contact us at open-help@bu.edu. Thank you.<br>2031-01-02

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Stafström, Anna, and Josefin Lundberg. "Fem för en - från komplexitet till simplicitet : En fallstudie om avgörande faktorer och riskkällor utifrån en multidimensionell IT-investering." Thesis, Linnéuniversitetet, Institutionen för ekonomistyrning och logistik (ELO), 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-44160.

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Bakgrund: Dagens snabbföränderliga värld och höga konkurrenstryck ställer krav på innovativa investeringar för en verksamhets fortskridning. Nytt paradigm inom IT-branschen är molntjänst, där utbjudande leverantör bör ta hänsyn till vissa faktorer för att erhålla ett gynnsamt utfall. Vanligt förekommande inom IT-branschen är att nyttja Business Case i beslutssituationer där olika faktorer noga övervägs innan investeringsbeslut fattas. Syfte: Studiens syfte är att med hjälp av Business Case identifiera och belysa avgörande faktorer och riskkällor vid investeringsbeslut. De identifierade riskkäl

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Kjellberg, Annie, and Fleur Linssen. "How Non-Financial Environmental And Social Factors Influence An Impact Investors Decision To Invest." Thesis, Uppsala universitet, Företagsekonomiska institutionen, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-447214.

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With a growing risk of food insecurity in the face of extreme population growth, the world is in need of hands-on solutions that could combine a significant increase in food production while decreasing the effects of agriculture on the environment. Such a solution could be provided through cultivating staple crops in Indoor Vertical Farming facilities, however, due to its high expenses, these developments have stagnated, lacking financial support. As this financial support could be provided by Impact Investors, this thesis explores the relevance of non-financial factors and how they relate to

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Staňa, Marek. "Podnikatelský záměr - realizace výrobní linky stavebních tvárnic." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2019. http://www.nusl.cz/ntk/nusl-399718.

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The thesis focuses on the creation of a business plan for the establishment of a production plant for the production of building blocks. This thesis dealing with the various options of final products, depending on the profitability. The main aim of this thesis is to consider the possible risks, the size of investment costs, possible sources of financing and to evaluate the benefits of implementing this project. This work also focuses on analyzing the current market situation and determining the strength of competition.

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Bílková, Alice. "Posouzení ekonomické efektivnosti investičního projektu." Master's thesis, Vysoké učení technické v Brně. Fakulta stavební, 2016. http://www.nusl.cz/ntk/nusl-240007.

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The subject of this thesis is to assess the economic efficiency of the investment project. The theoretical part focuses on the basic definitions related to investment decisions on the investment project and the project life cycle, cash flows and their predictions and recommendations to set them correctly, methods useful for assessing the effectiveness of the investment project and the indicators presenting the financial stability and feasibility of the project as well as factors affecting the overall investment decision, and finally the possibility of financing of the investment projects in th

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Chokki, Kodzo. "Le rôle des actifs incorporels et des facteurs ESG dans les stratégies de portefeuille modernes." Electronic Thesis or Diss., Université de Montpellier (2022-....), 2024. http://www.theses.fr/2024UMOND013.

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Cette thèse explore l'influence des actifs intangibles et des facteurs environnementaux, sociaux et de gouvernance (ESG) sur la performance financière des entreprises et l'efficacité des stratégies d'investissement à travers trois études distinctes qui examinent différentes dimensions de ces interactions. La première étude examine comment l'intégration des actifs intangibles influence la performance d'investissement ajustée au risque dans le cadre du value investing. La deuxième étude étudie l'impact des arrangements de travail flexibles (FWAs) sur la performance d'investissement ajustée au ri

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Ribbefjord, Beatrice, and Daniella Svensson. "Convergence of Yield : A Study of How Yield on Rental Residential Properties Coincides at Similar Levels Regardless of Location in Sweden." Thesis, KTH, Fastigheter och byggande, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-298531.

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The interest for real estate investments has risen during the last years and this applies inparticular to investments within the residential segment. In excess of the active interest inhousing, there is a distinct trend that newly produced residential properties are extra interestingamong investors. However, the pricing for these types of investments has been shown to bedifficult to estimate due to, among other things, few comparable objects in the surroundingarea. As interest soars in newly produced residential properties, the price has also risen sharplyputting downward pressure on the yield

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Chiziţcaia, Oxana. "Vývoj konceptu strategie "Modrých oceánů"." Master's thesis, Vysoká škola ekonomická v Praze, 2017. http://www.nusl.cz/ntk/nusl-261961.

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The subject of this thesis are two terms, start-ups and strategies blue oceans. The aim is therefore to realize characteristic development of the strategy and the concept of start-up and subsequent analysis of the key success factors of start-ups, in correspondence to the strategy. Output objective is to formulate recommendations on the business segment, investors. The above primary terms are initially defined and subsequently integrated in terms of the practical analysis selected start-ups, which is also based design of this work. The work was divided into two parts, theoretical and practical

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Jelínek, Michal. "Hodnoceni investičního záměru." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2017. http://www.nusl.cz/ntk/nusl-319197.

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The diploma thesis focuses on complex economic evaluation of the investment project regarding the purchase of machining centre. Based on the elaborated literature review are those findings applied to the real investment project. Economic efficiency is calculated using the identified cash flows, discount rate and static and dynamic methods. Subsequently are identified project risks and their significance. In conclusion, the results are summarized and is reported recommendation whether or not to implement the project.

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Goryainova, Anna. "Intertemporal Growth Theory and Its Empirical Implications." Master's thesis, Vysoká škola ekonomická v Praze, 2011. http://www.nusl.cz/ntk/nusl-82015.

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This academic work is based on remarkable works of economists Ramsey, Cass, Koopmans and Kaldor, it brings closer the intertemporal growth theory and its empirical implications on the Czech economy. Simply the purpose of this academic work is to analyse investment and its development in the Czech economy, theoretically identify and empirically study it. Furthermore, to monitor investments by different types and sectors. The study also is committing to better comprehension of mutual effects of capital formation and economic growth.

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Daza, Aramayo Lourdes Gabriela. "Analysis of Trade Relations between the European Union and Latin America from 1995-2011." Doctoral thesis, Vysoká škola ekonomická v Praze, 2009. http://www.nusl.cz/ntk/nusl-196936.

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The Doctoral Thesis "Analysis of Trade Relations between the European Union and Latin America from 1995-2011" focuses on the determination Latin America's potential as a trading partner for the European Union. It will be based on an analysis of the region's trade relationships between 1995 and 2011 through different econometric models and a macroeconomic analysis. It will make recommendations for improving economic relation policies with Latin America and the European Union as well as identify the sectors which could represent great potential for trade between both regions. The research is div

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ELNER, FREDRIK. "Faktorer som påverkar en miljöinvestering." Thesis, KTH, Industriell Management, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-155129.

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Syftet med detta examensarbete är att göra en jämförande studie mellan faktorerna som enligt en teoretisk ram påverkar en miljöinvestering och faktorerna som ingår i ett företags bedömnings-modell. Respondentbolaget begärde i ett tidigt skede att få vara anonymt och benämns därför som Företaget. Det är en multinationell koncern med verksamhet i många skilda branscher, men med fokus på norden och produkter som kan kopplas till lantbruk. Den teoretiska referensramen har sin utgångspunkt i begreppen värde och investering samt hur deras koppling till miljö och miljöinvesteringar för att identifier

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Hronec, Martin. "Portfolio selection in factor investing." Master's thesis, 2017. http://www.nusl.cz/ntk/nusl-367839.

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This thesis empirically examines the role of advanced portfolio selection methods in factor investing. These methods provide more efficient exposure to underlying risk sources in factor portfolios. Their performance is evaluated across number of prominent factors and compared with more naive equal- and value- weighting, typically used in asset pricing literature as well commercial investment vehicles. The most diversified portfolio consistently achieves the highest returns, while having only moderate volatility and one of the lowest tail risk exposure. On the other hand, the diversified risk p

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Schnell, Felix. "Factor-based investing - insights from investing in the Euronext 100 index." Master's thesis, 2019. http://hdl.handle.net/10362/67984.

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Within this work, performance of factor-based investing is assessed using the Euronext 100 index in the years from 2002 to 2018. First, single-factor portfolios are constructed using momentum, size, value, betting-against-beta and short-term reversals strategies. The performance of these portfolios is quite patchy. Only the momentum factor proofed itself successful in achieving abnormal returns with and without industry adjustments. Further, multi-factor portfolios are evaluated. The industry adjusted multi-factor portfolio performed really well especially when combined with the market p

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Campagner, Michele. "Quality dimension in equity factor investing." Master's thesis, 2021. http://hdl.handle.net/10362/133438.

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This paper investigates and define the Quality dimension in Equity Factor Investing, as it lacks a common definition within the economic literature. Several accounting-based factors are studied in different geographical areas, such as Accruals, Profitability, Leverage, Pay-out, Growth, and Investment. The text aims to study and recognize which of these factors lead to the true composition of the Quality dimension through a portfolio (Long/Short) implementation. In addition, the thesis recreates a systematic investment strategy that aims to optimize the Sh

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Lin, Jyun-Han, and 林均翰. "Factor Investing: Can Quality Factor Outperform the Taiwan Stock Market?" Thesis, 2018. http://ndltd.ncl.edu.tw/handle/yvmb6t.

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碩士<br>國立中興大學<br>財務金融學系所<br>106<br>This study is based on the research by Asness, Frazzini, and Pedersen(2014), who define quality which includes profitability, growth, safety and payout as characteristics that investors should be willing to pay a higher price for. Therefore, we take the factors they create and adding Sharpe ratio to construct portfolio to apply in the Taiwan stock market. We take the stock of companies which have once existed in 1997 to 2017 in the Taiwan stock market as examples. The empirical result shows that the four main factors and quality factor can outperform the Ta

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Chen, Kuang-Chien, and 陳廣謙. "Factor-Based Investing on Taiwan Stock Market." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/8b93dm.

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碩士<br>國立中興大學<br>財務金融學系所<br>106<br>There are numerous individual investors in Taiwan''s stock market. The emotion of investors often cause assets to loss the real prices. In this study, 18 factors were used to construct the portfolio to test all listed companies on the Taiwan Stock Exchange from 1998 to 2017. First, a group return test is conducted to choose factors that have significant abnormal returns. Then, construct single-factor portfolios using the selected factors. Each season, the top 10% of stocks are selected according to each factor, and those with better Sharpe ratio are chose to i

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Liu, Tai-Fu, and 劉泰福. "NSGA algorithm used in Factor-Based Investing." Thesis, 2019. http://ndltd.ncl.edu.tw/cgi-bin/gs32/gsweb.cgi/login?o=dnclcdr&s=id=%22107NCHU5304004%22.&searchmode=basic.

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碩士<br>國立中興大學<br>財務金融學系所<br>107<br>In the past, when establishing a portfolio, the allocation of funds was usually carried out by means of equal weight distribution. In this paper, we would like to explore whether the use of genetic algorithm can create a performance that is superior to the weight of equal weight distribution when investing the weight distribution of the target, and based on the investor''s performance. The risk attributes and investor preferences are used to change the investment weight. The genetic algorithm is used to find the investment weight that best fits the investor. F

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Bernardino, Rodrigo. "European industry segmentation: a simple factor investing strategy." Master's thesis, 2019. http://hdl.handle.net/10362/73489.

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This report assesses a possible European industry segmentation (small and medium size companies) through fundamental indicators, aiming to develop indicator-based strategies that outperform the market, providing to the average investor a simple and efficient investment strategy. According to its outcomes, all the constructed portfolios based on the indicator that provided the maximum sharpe ratio, surpass its industry proxy and produced competitive results when compared with the market. Its out-of-sample performance sustains our findings for almost all industries, proving that this proce

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