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DOES BITCOIN MAKE SWEDES SHARP(E)? An empirical study of the effect on riskadjusted return when including Bitcoin in the average Swedish investor´s portfolio
(2018-07-05)
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 ...
Första-Fjärde AP-fonden: Riskjusterad avkastning och risk 2001-2017
(2018-07-11)
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 ...