Sökning: "excess return"
Visar resultat 16 - 20 av 284 uppsatser innehållade orden excess return.
16. How Do Unexpected Changes in Interest Rates Explain the Variation of Excess Return: Testing an Extended Fama–French Five-Factor Model on the Swedish Stock Market
Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)Sammanfattning : In the realm of asset pricing models, the Fama-French five-factor model has become a foundational framework for explaining the variation of excess stock returns. However, as financial markets continue to evolve, there arises a need to explore potential extensions to capture additional sources of risk and return. LÄS MER
17. Mimicking Claimed Alpha Generating Strategies
Master-uppsats, Linköpings universitet/ProduktionsekonomiSammanfattning : This research paper focuses on the implementation and evaluation of Minervini's momentum analysis techniques in an algorithmic approach. The study aimed to assess the limitations and challenges associated with executing Minervini's strategy in an algorithmic trading system. LÄS MER
18. Navigating in the ESG score jungle- A cross-sectional approach to determine the ESG risk factor
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : This thesis examines the relationship between ESG scores and yearly excess return between 2010 and 2020 on the S&P 500 Index. With a solid theoretical background regarding investor preferences, we ask whether investors accept lower returns for holding greener assets. LÄS MER
19. The impact of the method of payment on the excess return in M&As
Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionenSammanfattning : There is extensive literature regarding M&A and how it is a crucial part in companies growth strategy. Furthermore, several authors have found in their research that there exists a relationship between the method of payment and the performance of the M&A and how it will affect the market reaction around the announcement, where most literature claims that cash as a payment method yields a more positive return than if stock is used. LÄS MER
20. Multipelbaserad investeringsstrategi : Kan en multipelstrategi generera en högre avkastning på den nordiska marknaden
Magister-uppsats, Linköpings universitet/Institutionen för ekonomisk och industriell utveckling; Linköpings universitet/Filosofiska fakultetenSammanfattning : Bakgrund: I den lågräntemiljö som varit under senaste året har allt fler sökt sig till aktiemarknaden för att få avkastning på sina pengar. En teoretisk vattendelare är huruvida det är möjligt att överavkasta marknaden. Detta är ett område som studerats under en längre period där resultat mellan studier skiljer sig. LÄS MER