Sökning: "Carhart four-factor"

Visar resultat 6 - 10 av 82 uppsatser innehållade orden Carhart four-factor.

1. 6. The Challenges of Sustainable Investing

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Herman Rönnberg; Filip Björkholm; [2023]
   Nyckelord :ESG; sin stocks; Sustainable investing; Russell 3000; Portfolio Construction; Business and Economics;

   Sammanfattning : Over the past decades, investment preferences towards portfolio construction have changed from focusing solely on profit maximization, into a combination of good financial perfor- mance as well as a responsible sustainability outcome. The purpose of this paper is three- fold: first, to investigate whether a sustainable portfolio based on a high environmental, social and governance (ESG) score contributes to positive returns or affects financial per- formance negatively. LÄS MER

3. 7. Asset Pricing in Different Periods of Stock Market Volatility : The Varied Effectiveness of Carhart's Four-Factor Model in the Swedish Market

   Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Företagsekonomi

   Författare :Robin Munkhammar; Svensson Hampus; [2023]
   Nyckelord :Capital Asset Pricing Models; Carhart Four-Factor Model; Swedish Stock Market Volatility;

   Sammanfattning : Investing in the Swedish stock market has over time proven to be an effective way to increase wealth. Nationally speaking, Sweden’s population is also one of the best in the world at investing their savings. Four out of five swedes invest at least some part of their private savings into mutual funds which approximately amounts to 8. LÄS MER

4. 8. Sustainable investing in the Nordics : A comparative analysis of ESG portfolios

   Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Företagsekonomi

   Författare :Linus Gustavsson; Marcus Andersson; [2023]
   Nyckelord :ESG rating; ESG investing; Factor investing; Nordic ESG financial performance; sustainable finance;

   Sammanfattning : Sustainability has become a pressing global issue due to environmental and social challenges caused by human activity which has led to a rise in sustainable investing, including ESG investing. Research on financial performance and sustainable investing have not only showed mixed results, but they are also generally conducted in greater markets such as the US, Europe, and Asia-pacific markets. LÄS MER

5. 9. Predicting Equity Fund Returns: The Impact of the Momentum-Factor on Performance

   Kandidat-uppsats, KTH/Matematisk statistik

   Författare :Pontus Hovberger; Hugo Brunlid; [2023]
   Nyckelord :Equity Funds; Value; Growth; Momentum; Carhart Four-Factor Model; Multifactor Model; Momentum Crashes; Aktiefonder; Värdeaktier; Tillväxtaktier; Momentum; Carhart Four-Factor Model; Multifaktormodell; Momentumkrascher;

   Sammanfattning : Momentum has been a persistent and robust factor in explaining excess future returns, generating great interest from investors and financial analysts. Following the financial crisis of 2008 and the Covid-19 pandemic, there have been instances of significant momentum crashes. LÄS MER

7. 10. Do ESG investors pay a price for doing good - A matched pair analysis of the Swedish fund market.

   Kandidat-uppsats,

   Författare :Edvin Andersson; Albin Dahlin; Morgan Thisted; [2022-07-11]
   Nyckelord :ESG; sustainability; Sweden; ESG funds; conventional funds; financial performance; matched pair analysis;

   Sammanfattning : In this thesis we examine the financial performance of Swedish mutual equity funds. We look at differences between sustainable, defined as ESG, and conventional funds. The financial performance is examined using the Capital Asset Pricing Model, the Fama-French three-factor model and Carhart’s four-factor model. LÄS MER