Sökning: "CAPM"

Visar resultat 1 - 5 av 343 uppsatser innehållade ordet CAPM.

  1. 1. A comparison of sin- and ethical stocks’ performance on the Swedish equity market: with focus on the impact of liquidity, institutional ownership, firm age and equity on the difference in excess returns between sin- and ethical stocks.

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Henrik Leimalm; Ludwig Olofsson; [2019-08-09]
    Nyckelord :Sin stocks; ESG stocks; Sweden; OMXSPI; stakeholder theory; shareholder theory; efficient market hypothesis; excess return; CAPM; liquidity; institutional ownership; firm age; book value of equity;

    Sammanfattning : MSc in Accounting and Financial Management.... LÄS MER

  2. 2. Do Swedish Firms Pay Their Boards Excessive Compensation? - A study on the economic determinants and effects of excessive board compensation among Swedish firms

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Karin Bengtsson; Erica Wollin Björk; [2019-08-08]
    Nyckelord :Determinants of Board Compensation; Excessive; Chairman; Member; Corporate Governance; Agency Theory; Ownership; Performance; Risk;

    Sammanfattning : MSc in Accounting and Financial Management.... LÄS MER

  3. 3. Testing the Performance of the Capital Asset Pricing Model and the Fama-French Three-Factor Model - A study on the Swedish Stock Market between 2014-2019

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

    Författare :Frida Gustafsson; Robert Gustavsson; [2019-07-12]
    Nyckelord :;

    Sammanfattning : The returns of potential investments are interesting for every investor. In this thesis we compared two financial models that are often used to predict expected returns of portfolios with different financial instruments. LÄS MER

  4. 4. Har storlek på fondförmögenhet påverkan på prestation? En kvantitativ studie om fonder med hänsyn till risk och avkastning

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

    Författare :Hugo Eriksson; Melissa Zetterström; [2019-07-12]
    Nyckelord :Avkastning; CAPM; Fama-French Tre-Faktor Model; fondförmögenhet; riskjusterad-avkastning; svenska aktiefonder;

    Sammanfattning : Syftet med studien är att kvantitativt undersöka om det föreligger någon skillnad i prestation mellan fonder med liten respektive stor fondförmögenhet. Studien är baserad på ett urval av svenska aktiefonder och omfattar tidsperioden jan 2013-dec 2018. LÄS MER

  5. 5. A Study of the Size and Value effect on the Stockholm Stock Exchange - Are there pricing anomalies present on the Stockholm Stock Exchange?

    Kandidat-uppsats,

    Författare :Milan Arif; Daniel Bezaatpour; [2019-07-09]
    Nyckelord :;

    Sammanfattning : This thesis evaluates the financial performance of Swedish small cap stocks over the period 2000-2016. By applying CAPM and the Carhart four-factor model, we find no evidence for a size or a value effect. LÄS MER