This report studies the relationship between firms’ market power and their behavior in the equity market. To examine this relationship, the operating margin and weekly returns for 50 companies listed at the Stockholm ...

Commodities have historically been seen as great diversifiers to stocks and bonds. Following the financialization in late 1990s and early 2000s this began to be questioned by previous research due to increasing correlations ...

The aim of this thesis is to examine whether cryptocurrencies should be included in future investment portfolios or not. This thesis not only focuses on Bitcoin, but also uses the Bloomberg Galaxy Crypto Index to represent ...

Globalization causes domestic markets to become increasingly correlated, making it harder for investors to find instruments for diversification. Bitcoin is a cryptocurrency that has shown spectacular returns and drawn great ...

The purpose of this study is to investigate whether the four Swedish public pension funds AP1-4 contribute to the stability of the pension system by evaluating their mandate as formulated in the law. The thesis contributes ...

The purpose of this thesis is to study if there are differences in terms of risk and risk adjusted-return on two fictitious portfolios constructed for female and male investors. The thesis investigates the Swedish market ...

This thesis investigate the spin-off wealth effect and its determinant factors for spin-offs announced in the period 2000-2019. The sample is distributed over three regions; Europe, Asia-Pacific, and the US, with 103, 248 ...

This thesis’ aim is to create an optimal portfolio consisting of Bitcoin, Ethereum and S&P 500. We also examine the minimum variance portfolio with the framework of Markowitz's mean variance optimization model. We evaluate ...