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Riskens förändring för svenska aktier och obligationer: 1919-2003

Svegne, Johan and Guldstrand, Per (2004)
Department of Economics
Abstract
Purpose The purpose of our study was to investigate the changing nature of volatility during the last 80 years. Like in an American study, we tried to find some trends in the risk of stocks and bonds that would have an impact on the balance of a portfolio of stocks and bonds. At the same time we investigated the influence of inflation on the choice of portfolio. Methods We have used standard statistic tools and formulas to obtain our results. In most cases it was a matter of calculating average and standard deviation. We have also put together some portfolios, both trivial and in some sense optimal. Result We found that it is hard to see any trend in volatility. On the Swedish market the volatility is too random. But it is obvious that... (More)
Purpose The purpose of our study was to investigate the changing nature of volatility during the last 80 years. Like in an American study, we tried to find some trends in the risk of stocks and bonds that would have an impact on the balance of a portfolio of stocks and bonds. At the same time we investigated the influence of inflation on the choice of portfolio. Methods We have used standard statistic tools and formulas to obtain our results. In most cases it was a matter of calculating average and standard deviation. We have also put together some portfolios, both trivial and in some sense optimal. Result We found that it is hard to see any trend in volatility. On the Swedish market the volatility is too random. But it is obvious that stocks should be a part of our portfolio. It also shows that inflation has a significant impact on the allocation of our assets whitin the portfolio. (Less)
Please use this url to cite or link to this publication:
author
Svegne, Johan and Guldstrand, Per
supervisor
organization
year
type
M2 - Bachelor Degree
subject
keywords
Stock market, risk, return, inflation-adjusted, volatility, Economics, econometrics, economic theory, economic systems, economic policy, Nationalekonomi, ekonometri, ekonomisk teori, ekonomiska system, ekonomisk politik
language
Swedish
id
1335919
date added to LUP
2004-11-03 00:00:00
date last changed
2010-08-03 10:49:00
@misc{1335919,
  abstract     = {Purpose The purpose of our study was to investigate the changing nature of volatility during the last 80 years. Like in an American study, we tried to find some trends in the risk of stocks and bonds that would have an impact on the balance of a portfolio of stocks and bonds. At the same time we investigated the influence of inflation on the choice of portfolio. Methods We have used standard statistic tools and formulas to obtain our results. In most cases it was a matter of calculating average and standard deviation. We have also put together some portfolios, both trivial and in some sense optimal. Result We found that it is hard to see any trend in volatility. On the Swedish market the volatility is too random. But it is obvious that stocks should be a part of our portfolio. It also shows that inflation has a significant impact on the allocation of our assets whitin the portfolio.},
  author       = {Svegne, Johan and Guldstrand, Per},
  keyword      = {Stock market,risk,return,inflation-adjusted,volatility,Economics, econometrics, economic theory, economic systems, economic policy,Nationalekonomi, ekonometri, ekonomisk teori, ekonomiska system, ekonomisk politik},
  language     = {swe},
  note         = {Student Paper},
  title        = {Riskens förändring för svenska aktier och obligationer: 1919-2003},
  year         = {2004},
}