Sökning: "returns"

Visar resultat 1 - 5 av 1789 uppsatser innehållade ordet returns.

  1. 1. The effects of Environmental, Social and Governance measures on the cross section of stock return, a compensation for risk or mispricing? Evidence from the Swedish stock market

    Kandidat-uppsats,

    Författare :Ludvig Annér; Nora Jakobsson van Stam; [2018-08-31]
    Nyckelord :;

    Sammanfattning : There is a lack of uniformity throughout the literature regarding the effects of sociallyresponsible investing. By implementing a Fama-MacBeth style regression with theFama French three factors and the momentum factor, extended with several detailedenvironmental, social and governance scores the lack of uniformity of these effects areconfirmed. LÄS MER

  2. 2. BIG DATA WITHIN INNOVATION PROCESSES: A Quantitative Study of Fortune 200 Global Companies

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Sofie Persson; [2018-08-02]
    Nyckelord :Big data; big data analytics; market orientation; innovation processes; pre-development activities; innovative productivity;

    Sammanfattning : MSc in Innovation and Industrial Management.... LÄS MER

  3. 3. Can Vice be Vindicated? Examining a potential value premium in vice stocks using Fama and MacBeth regressions - a comparison across three different factor models

    Kandidat-uppsats,

    Författare :Anton Johansson; Christian Persson; [2018-07-12]
    Nyckelord :Vice stocks; asset pricing; risk premiums; Fama and MacBeth;

    Sammanfattning : In this paper, we examine a 30-year period to find whether vice (defined as operations in the alcohol, tobacco, gambling, adult services, and weapons and defense industries) plays a role in determining returns of individual firms on the U.S. stock market. LÄS MER

  4. 4. Investing in Sustainable Stocks - An Empirical Evaluation of Large Public Companies in Sweden

    Kandidat-uppsats,

    Författare :Andreas Bengtsson; Jakob Johnson; [2018-07-09]
    Nyckelord :Sustainability; Investing; Risk-Adjusted Returns; Standard Risk; Tail Risk;

    Sammanfattning : This thesis investigates if investing in a sustainable index yields higher risk-adjusted returns than investing in an ordinary index. Return data from the Swedish stock index OMXS30 was collected, spanning the period 2006-2017. LÄS MER

  5. 5. Diversification possibilities in the Swedish financial markets - A correlation analysis of the returns of stock, bonds and real estate

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Navid Haddad; Jacob Wergeland; [2018-07-09]
    Nyckelord :;

    Sammanfattning : The purpose of this study is to analyse the risk-adjusted returns of Swedish stocks, Swedish fixed income gov.- bonds and real estate return over the last 8 years in combination with the time-varying aspects of the correlation between the asset classes. The method used is a time-series analysis of OMXS30, SWEGOVT115, and SX8600PI. LÄS MER

BEVAKA DENNA SÖKNING

Få ett mail när det kommer in nya uppsatser på ämnet returns.

Din email-adress: