Sökning: "stock return"

Visar resultat 1 - 5 av 731 uppsatser innehållade orden stock return.

  1. 1. 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

  2. 2. 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

  3. 3. The Relationship Between Environmental, Social and Governance Factors and Firm Performance. A Study Performed on the Swedish Stock Market

    Kandidat-uppsats,

    Författare :Johanna Sjöström; Erika Venäläinen; [2018-07-05]
    Nyckelord :ESG; Abnormal Returns; Portfolio Returns; Swedish Stock Market;

    Sammanfattning : This thesis investigates the relationship between environmental, social and governance (ESG) factors and firm performance on the Swedish stock market over the years 2013-2017. Using the traditional Carhart’s four-factor model, a quantitative research method has been applied by running panel and OLS regressions on historical stock returns. LÄS MER

  4. 4. “Asset Pricing Anomalies and Factor Trading: an Empirical Analysis on the Swedish Market”

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Federico Sinisi; [2018-07-04]
    Nyckelord :;

    Sammanfattning : MSc in Finance.... LÄS MER

  5. 5. The Swedish equity market: Anomalies and pricing contributions using portfolio sorting techniques

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Max Hulth; Gustav Nilsson; [2018-07-04]
    Nyckelord :Asset pricing; Anomalies; Portfolio sorting; CAPM; Fama French three-factor model; Carhart four-factor model;

    Sammanfattning : MSc in Finance.... LÄS MER

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