Sökning: "Factor shares"

Visar resultat 1 - 5 av 102 uppsatser innehållade orden Factor shares.

  1. 1. The illiquidity exposure factor: An overlooked driver of mutual fund performance

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Jakob Häger; Tim Hansson; [2023-06-29]
    Nyckelord :Illiquidity; liquidity; mutual funds; fund performance; factor models; alpha;

    Sammanfattning : This paper examines if Swedish-focused mutual funds with more illiquid holdings produce higher alpha. By extending the classic Fama and French five-factor model, we pinpoint the effect of illiquidity in underlying holdings on mutual fund alpha generation through a two-step regression model with data between 2019-2022. LÄS MER

  3. 2. Är det storleken som räknas? : Hur påverkar värdväxtens bladform och bladstorlek äggkläckningsfrekvensen hos ägg av violett guldvinge (Lycaena helle)?

    Kandidat-uppsats, Umeå universitet/Institutionen för ekologi, miljö och geovetenskap

    Författare :Sigrid Sjösteen; [2023]
    Nyckelord :Lycaena helle; Lycaenidae; habitat quality; Bistorta vivipara; ;

    Sammanfattning : The violet copper (Lycaena helle) is one of the most endangered butterflies in Europe, with a population pattern of steady decline despite consevation efforts. The main threat to the species is believed to be habitat fragmentation and loss due to changes in land use practices. LÄS MER

  4. 3. Svensk dagligvaruhandel: En het potatis : En marknadsanalys av svensk dagligvaruhandel med huvudsakligt fokus på konkurrens och strategival.

    Kandidat-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

    Författare :Felix Steinauer; Louise Strömlid; [2023]
    Nyckelord :grocery retail sector; market analysis; SCP model; competition; corporate strategy; oligopoly; welfare; dagligvaruhandel; marknadsanalys; SCP-modellen; konkurrens; företagsstrategi; oligopol; välfärd;

    Sammanfattning : This thesis aims to conduct a market analysis of the Swedish grocery retail market, with a primary focus on the current market competition and strategic choices. The market analysis is done in order to investigate whether insufficient competition is a contributing factor to the high food prices today. LÄS MER

  5. 4. 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

  7. 5. The Medium Run Revisited: An Alternative Perspective on Labour Share Developments in European and Anglo-Saxon Countries

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Gero Kunath; [2023]
    Nyckelord :labour income share; European; Anglo-Saxon; factor prices; factor quantities; Business and Economics;

    Sammanfattning : This thesis revisits one of the most prominent contributions to the literature on labour income shares by \citet{blanchard1997} and offers an alternative perspective on the developments in European and Anglo-Saxon countries between 1970 and 2019. Labour shares in both groups of countries declined resulting from changes in relative factor prices and quantities. LÄS MER