Sökning: "CAPM"

Visar resultat 1 - 5 av 287 uppsatser innehållade ordet CAPM.

  1. 1. Applying the Private Equity Model in Another Organizational Setting - A Study of Nordic Firms

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Linnéa Ekroth; Debbie Fellmerk; Filiph Nilsson; [2018]
    Nyckelord :Private Equity; Conglomerates; Value Creation; Decentralization; Acquisitions;

    Sammanfattning : This paper examines a group of 16 Nordic public firms and finds that traditional Private Equity practices can be successfully applied in other organizations. These firms hold acquired subsidiaries in a highly decentralized manner and use typical Private Equity practices, such as operational engineering, to create value. LÄS MER

  2. 2. FOND VS HEDGEFOND, ÄR DET VÄRT ATT UTSÄTTA SIG FÖR DEN SYSTEMATISKA RISKEN?

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :John Gustafsson; Stefan Iu; [2017-09-21]
    Nyckelord :;

    Sammanfattning : During the first decade of the millennium there have been some financial uncertainty due to financial crises that have affected our economy. The effect on mutual funds were a dramatic decreases since they are unable to protect themselves from the systematic risk. LÄS MER

  3. 3. Sustainable Investment: A Win-Win Situation? An Evaluation of Mutual Ethical Equity Funds on the Global Market Using a Five Factor Model

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Josefine Bankel; Carolina Elvind; [2017-03-24]
    Nyckelord :Portfolio Evaluatio; Investment Style; SRI; ESG; Ethical Funds; Sustainability; Global; Emering Markets; Equity Fund; Mutual Funds; CAPM; Fama Frensch Five Factor Model;

    Sammanfattning : This study investigates the performance and investment styles of mutual ethical equity funds on the global market. To examine this, the Fama French Five Factor model is applied by adding the new variables to Fama French Three Factor Model step by step, discovering new results about performance and investment style. LÄS MER

  4. 4. The Acquirer’s Multiple - En empirisk studie på historisk data och dess potential att generera riskjusterad överavkastning.

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Oskar Landgren; [2017]
    Nyckelord :The Acquirer’s Multiple; Värdeinvestering; CAPM; den effektiva marknadshypotesen; Sharpekvot; Jensens alfa.; Business and Economics;

    Sammanfattning : Syfte: Denna studie syftar på att studera ifall investeringsstrategin The Acquirer’s Multiple kan generera överavkastning på stockholmsbörsen under perioden 2000-03-01 till 2016-03-01. Metod: En studie i form av en kvantitativ metod baserad på Tobias E. LÄS MER

  5. 5. Screening techniques, sustainability and risk adjusted returns. : - A quantitative study on the Swedish equity funds market

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Företagsekonomi; Umeå universitet/Företagsekonomi

    Författare :Tobias Ögren; Petter Forslund; [2017]
    Nyckelord :;

    Sammanfattning : Previous studies have primarily compared the performance of sustainable equity funds and non-sustainable equity funds. A meta-analysis over 85 different studies in the field concludes that there is no statistically significant difference in risk-adjusted returns when comparing sustainable funds and non-sustainable funds. LÄS MER

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