Sökning: "excess return"

Visar resultat 1 - 5 av 154 uppsatser innehållade orden excess return.

  1. 1. Stakes and Social Distance in Deceptive Behavior: Experimental Evidence from Malawi

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :David Cesar-Heymann; [2018]
    Nyckelord :Social distance; Fraud; Deceptive behavior; Development; Malawi;

    Sammanfattning : In a novel experimental setting, we study how stakes and the social distance of the opponent affect deceptive behavior. We run a field experiment using pre-trained actors of different ethnicities who serve as customers utilizing a common means of transport - the bicycle taxi service in Lilongwe, Malawi. LÄS MER

  2. 2. Socially Irresponsible Investment In The United States

    Kandidat-uppsats,

    Författare :André Grönros; Phung Joakim; [2017-08-22]
    Nyckelord :Abnormal Returns; Ethical; Sin Stock; SRI; Unethical; Unethical Investment;

    Sammanfattning : In this thesis, we provide evidence on the performance of an unethical investment strategy during the 21st-century. We examine publicly traded US companies engage in one of these five industries; gambling, oil/gas, alcohol, tobacco, and defense. LÄS MER

  3. 3. Genererar fonder med prestationsavgifter bättre avkastning? En empirisk studie på den svenska fondmarknaden.

    Kandidat-uppsats,

    Författare :Jakob Jervelind; Max Lagrell; [2017-07-05]
    Nyckelord :Performance feed; Mutual Funds; Risk; Performance;

    Sammanfattning : This paper investigates how asymmetric performance fees affect the performance and risk-taking of mutual funds in the Swedish market between 2012–2016. From our findings we cannot conclude that performance fees induce fund managers to take on more risk. We find that mutual funds on average generate positive excess risk-adjusted return. LÄS MER

  4. 4. Skäller hundarna högt i Sverige? En undersökning av Dogs of the Dow-strategin på den svenska aktiemarknaden

    Kandidat-uppsats,

    Författare :Fredrik Johansson; Viktor Johansson; [2017-07-04]
    Nyckelord :Dividend yield; Dogs of the Dow; excess return; market overreaction; OMXS30; risk; tax and transaction costs;

    Sammanfattning : The aim of this study is to re-examine the performance of the investment strategy proposed by John Slatter in 1988 called Dogs of the Dow on the Swedish stock market. The investment strategy of picking the 10 stocks with the highest dividend yield has been a popular strategy that promises large abnormal returns. LÄS MER

  5. 5. 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

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