Sökning: "CAPM nationalekonomi"

Visar resultat 1 - 5 av 43 uppsatser innehållade orden CAPM nationalekonomi.

  1. 1. ESG Balancing the Books and the Planet: A Quantitative Analysis of Risk-Adjusted Returns in ESG and Traditional Funds

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

    Författare :Benjamin Javidi; Malin Larsson; [2023-08-25]
    Nyckelord :Capital Asset Pricing Model CAPM ; Fama-French three-factor model; ESG; Sharpe ratio; OLS Regression Analysis; Modern Portfolio Theory;

    Sammanfattning : The demand for sustainable investment has increased in the last decade. “Environmental, Social and Governance” (ESG) are characteristics within sustainable investment and are commonly considered in private investing. LÄS MER

  3. 2. Covid-19, quantitative easing, and the awakening of abnormal returns at the Swedish stock market

    Master-uppsats, Södertörns högskola/Nationalekonomi

    Författare :Emily Lindzén; Sofia Åhrman; [2022]
    Nyckelord :Quantitative easing; Austrian business cycle Theory; Financial instability hypothesis; Speculative bubbles; Covid-19; Abnormal returns; Kvantitativa lättnader; Österrikiska konjunkturcykelteorin; Finansiella instabilitets hypotesen; Spekulativa bubblor; Covid-19; Abnorm avkastning;

    Sammanfattning : This thesis aims to investigate to what extent the quantitative easing monetary policy tool, applied by the Riksbank, contributed to abnormal returns at the Swedish stock market during Covid-19. The chosen time period is 2007-2022, including the period before and after the implementation of quantitative easing in Sweden in 2015. LÄS MER

  4. 3. Performance Evaluation of Swedish and German Actively Managed Mutual Funds

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

    Författare :Robin Cederdahl; Simon Olofsson; [2021-02-18]
    Nyckelord :;

    Sammanfattning : There are many studies examining the performance of actively managed mutual funds in different markets. The results of these studies vary depending on the used model and market. LÄS MER

  5. 4. Flygbolag vs COVID-19 : En kvantitativ studie om COVID-19 pandemins effekter på flygbolagen gentemot marknaden

    Kandidat-uppsats, Södertörns högskola/Nationalekonomi

    Författare :Fatih Bayazit; Kaddy Saidykhan; [2021]
    Nyckelord :COVID-19; Pandemi; Flygbranschen; Flygbolag; CAPM; AS-AD;

    Sammanfattning : Sedan slutet av 2019 har COVID-19 viruset spridit sig från sitt epicentrum Wuhan i Kina till resterande delen av världen. Då viruset är luftburet har COVID-19 inneburit höga dödstal och blivit en livsfara för miljarder människor. LÄS MER

  7. 5. An Investment Approach Built on Systematic Risk : A performance analysis based on the characteristics of defensive and cyclical sectors on the Swedish stock market.

    Kandidat-uppsats, Jönköping University/IHH, Nationalekonomi

    Författare :Pontus Bardh; Jacob Haglund; [2021]
    Nyckelord :Defensive; Cyclical; Sectors; CAPM; Beta; Systematic risk; Alpha; Sharpe ratio; Performance; Stock market;

    Sammanfattning : This thesis investigates and compares the performance and characteristics of defensive and cyclical sectors on the Swedish stock market during 2003-2020 and the financial crisis in2007-2008, taking monthly price developments from nine sectors. The purpose is to examine the differences in sector performances based on the estimations of systematic risk. LÄS MER