Sökning: "Carhart four-factor"
Visar resultat 21 - 25 av 82 uppsatser innehållade orden Carhart four-factor.
21. ÄR SLÄKTEN ALLTID VÄRST?
Kandidat-uppsats, Lunds universitet/Företagsekonomiska institutionenSammanfattning : SAMMANFATTNING Titel: Är släkten alltid värst? Seminariedatum: 2021-01-15 Kurs: FEKH89, Examensarbete i finansiering på kandidatnivå, 15 HP Författare: Ingmarsdotter, Evelina; Kvillerud, Henning & Ring, Adam Handledare: Anderson, Göran Nyckelord: Familjebolag, Fama-French-Carharts fyrfaktormodell, Jensens alfa, Effektiva marknadshypotesen, Finanskrisen. Syfte: Syftet med studien är att undersöka om det råder ett signifikant samband mellan en investering i svenska familjeföretag och en riskjusterad överavkastning jämfört med marknadsindex. LÄS MER
22. Performance of Value and Growth companies with different ESG rankings: Evidence from the US stock market
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : The purpose of this paper is to focus on sustainable investments and to observe if the performance can be improved by combining the aspect of value and growth investments. The sample consists of groups of companies which are representing value or growth with either high or low ESG risk level. LÄS MER
23. Aktiv fondförvaltning : En undersökning av nya och befintliga innehav i svenska aktivt förvaltade aktiefonder
Kandidat-uppsats, Uppsala universitet/Företagsekonomiska institutionenSammanfattning : The study examines the returns for new and existing holdings in Swedish actively managed equity funds. The hypothesis is based on fund managers paying more attention and effort to analyze and finding new investments for the portfolio than they do to update the analyzes for the existing holdings. LÄS MER
24. Active fund management or passive index cruising?
Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistikSammanfattning : How should an investor pick funds to invest in? What is the best strategy, picking active or passive funds? It’s hard to navigate the fund landscape when there is ambiguous evidence and advice coming from different directions. Do fund managers outperform the market and passive funds? Do they bring something extra of value to the table in regards to their high management fees? The question seems almost age-old at this point, from dart throwing monkeys outperforming high profile fund managers to famous investors proclaiming that active fund management is dead, it’s hard to know what is really true about active versus passive fund management. LÄS MER
25. Downside risk: is downside risk being priced in the U.S. stock market?
Kandidat-uppsats,Sammanfattning : This paper aims to add further research to the field of downside risk, and downside risk measures’ influence on the average returns in the U.S. stock market. LÄS MER