Sökning: "Adjusted R-square"

Visar resultat 1 - 5 av 6 uppsatser innehållade orden Adjusted R-square.

  1. 1. Har Carharts fyrfaktormodell en högre förklaringsgrad än Fama-Frenchs trefaktormodell? : En kvantitativ studie som utvärderar Carharts fyrfaktormodell och Fama-Frenchs trefaktormodell på den svenska aktiemarknaden.

    Kandidat-uppsats, Södertörns högskola/Institutionen för samhällsvetenskaper

    Författare :Marsa Teklay Zeray; [2022]
    Nyckelord :Carhart four-factor model; Fama-French three-factor model; Swedish stock market; Degree of explanation; Adjusted R-square; Portfolio return; Risk; Carhart fyrfaktormodell; Fama-French trefaktormodell; Svenska aktiemarknaden; Förklaringsgrad; Justerad R-kvadrat; Portföljavkastning; Risk;

    Sammanfattning : Syfte: Syftet med studien är att analysera och utvärdera Carharts fyrfaktormodells och Fama- Frenchs trefaktormodells prestanda vid portföljavkastning på den svenska aktiemarknaden, under perioden 2011–2020. Teori: Denna studie grundar sig i den effektiva marknadshypotesen, Fama och Frenchs trefaktormodell samt Carharts fyrfaktormodell. LÄS MER

  3. 2. An Evaluation of Asset Pricing Models in the Swedish Context - Is Carharts Four-Factor Model more suitable than its predecessors for explaining the Swedish stock exchange?

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

    Författare :Ludvig Göransson; Iordan Palma Tzakov; [2018-02-20]
    Nyckelord :Capital Asset Pricing Model; Fama French Three-Factor Model; Carhart Four-Factor Model; Swedish stock exchange; r-square-adjusted;

    Sammanfattning : This thesis investigates the explanatory power of the Capital Asset Pricing Model, the Fama French Three-Factor Model and the Carhart Four-Factor Model on the Stockholm Stock Exchange over the period 2012-2016. The purpose is to examine whether or not the Carhart Four-Factor Model explains excess return variability better than the Capital Asset Pricing Model and the Fama French Three-Factor Model. LÄS MER

  4. 3. Study on free-surface aeration with high-velocity air-water flows in open-channels

    Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)

    Författare :Belkiz Hasan; Paulo Monsalve; [2017]
    Nyckelord :;

    Sammanfattning : China’s biggest source of the renewable energy is hydropower, with a share of 85 %, in 2013, of the total renewable power generation. For the tenth sequential year, China has maintained the country’s leading role in global hydropower development by installing more hydropower plants than the rest of the world combined. LÄS MER

  5. 4. Examining the Deviation to Net Asset Value for Swedish Listed Property Companies

    Master-uppsats, KTH/Fastigheter och byggande

    Författare :Tomas Shaw; Matilda Wåhlin; [2016]
    Nyckelord :Deviation to NAV; Panel data; Real Estate; Substansrabatt; Substanspremie; Panel data;

    Sammanfattning : Net asset value (NAV) is commonly used to represent the value of a property company. For listed property companies a secondary valuation occurs simultaneously as the company’s stocks are traded on the stock market. LÄS MER

  7. 5. An Empirical Evaluation of OLS Hedonic Pricing Regression on Singapore Private Housing Market

    Master-uppsats, KTH/Byggvetenskap

    Författare :Zheng Mo; [2014]
    Nyckelord :Hedonic Pricing Approach; Property Price; Determinant dependent variables; OLS Regression; Heteroskedasticity; VIF Test; Spatial Autocorrelation.;

    Sammanfattning : The empirical paper studies the relationship between property value and hedonic attributes. To indentify the determinant characteristics the influent the private real estate price, their degrees of significance and help with the valuation procedure, 8870 private residential property transactions with caveats lodged across country are selected from Urban Redevelopment Authority of Singapore. LÄS MER