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Portföljteorier en jämförelse
Södertörn University College, School of Business Studies.
Södertörn University College, School of Business Studies.
2011 (Swedish)Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
Abstract [en]

The purpose of this paper is to find out which portfolio theory one should use during a financial crisis. We will examine two different portfolio theorys, the Minimum Variance portfolio and the beta portfolio.

We have chosen to study two different portfolios, and followed their development during the financial crisis with its start in 2008 and the IT bubble with its start in the middle of 2000.

The data has been collected from OMX internet database making it quantitative study. The beta portfolio's objective is to follow the index and the Minumim Variance portfolio´s objective is to spread the risk by investing in stocks with low volatility. By following the two different portfolios, and compare the development to the index, we will be able to determine which theory is most suitable to use during a recession. The studyperiods we chose were both in a recession and it turned out that the most appropriate portfolio to use was the Minimum Variance portfolio because stock in this portfolio tends to be less sensitive to economic fluctuations.

Place, publisher, year, edition, pages
2011. , p. 42
National Category
Business Administration
Identifiers
URN: urn:nbn:se:sh:diva-9189OAI: oai:DiVA.org:sh-9189DiVA, id: diva2:423592
Subject / course
Business Studies
Uppsok
Social and Behavioural Science, Law
Supervisors
Available from: 2011-06-20 Created: 2011-06-15 Last updated: 2011-06-20Bibliographically approved

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Type fulltextMimetype application/pdf

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CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • harvard-anglia-ruskin-university
  • apa-old-doi-prefix.csl
  • sodertorns-hogskola-harvard.csl
  • sodertorns-hogskola-oxford.csl
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf