The Markowitz model is an established approach to portfolio optimization that constructs
efficient frontiers allowing users to make optimal tradeoffs between risk and return. However …

This thesis has explored the characteristics of real estate as a financial asset in regards to
portfolio building, with a particular focus on REITs. This was done to clarify if real estate …

We study the effects of the United Nations Principles of Responsible Investment (UN-PRI) on
sinful firms, in which we examine whether monthly returns and the Environmental, Social …

The objective of this paper is to develop a better understanding of what role the FinTech
digital banking start-ups play in the financial industry. This has been investigated by …

The purpose of this thesis is to investigate whether sin stocks outperform the market and
comparable utility stocks. We focus on three categories of sin stocks: tobacco, alcohol and …

This thesis investigates if smart beta ETFs in the US and/or Europe deliver excess return
relative to the world market and how performance compares between the two markets. We …

This thesis builds on information regarding utilizing predictive signals embedded in put-call
parity deviations and past stock price paths. Using daily option and stock price data from …

This study is motivated by the growing interest in Environmental, Social and Governance
(ESG) indicators and quantitatively examines their impact on firm performance for US listed …

The purpose of this thesis is to investigate whether sin stocks outperform the market and
comparable utility stocks. We focus on three categories of sin stocks: tobacco, alcohol and …