Sökning: "CAPM"
Visar resultat 11 - 15 av 457 uppsatser innehållade ordet CAPM.
11. CARs In the Driver’s Seat: The Battle Between Capital and Stock Performance
Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : After the financial crisis of 2008, the Basel Committee on Banking Supervision created the latest Accord for capital requirements: The Basel III Accord. Basel III set higher requirements for both quantity and quality of capital, with the aim to mitigate systemic risk. LÄS MER
12. A Sustainable Pioneer in a House on Fire
Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : This paper examines the impact of the Paris agreement on firms on the Swedish stock market. Additionally, the firms were also categorized into sustainable and unsustainable firms by their Environmental Pillar Score (which is part of the ESG score) in order to investigate performance differences between the two groups. LÄS MER
13. Asset Pricing in Different Periods of Stock Market Volatility : The Varied Effectiveness of Carhart's Four-Factor Model in the Swedish Market
Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/FöretagsekonomiSammanfattning : Investing in the Swedish stock market has over time proven to be an effective way to increase wealth. Nationally speaking, Sweden’s population is also one of the best in the world at investing their savings. Four out of five swedes invest at least some part of their private savings into mutual funds which approximately amounts to 8. LÄS MER
14. CYBERATTACKERS PÅVERKAN PÅ FÖRETAGS BÖRSVÄRDEN : En kvantitativ studie på cyberattacker 2010–2023
Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/FöretagsekonomiSammanfattning : I takt med att samhället står inför en alltmer digitaliserad vardag har cyberattacker blivit alltmer påtagliga. Cyberattackerna vars vanligaste former tar skepnad genom utpressningstrojaner, nätfiske, skadlig programvara och överbelastningsattacker kostar samhället avsevärda resurser. LÄS MER
15. How Does the Three-factor Model Perform and What Explains its Performance? Empirical tests on Swedish stock portfolios
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionenSammanfattning : In this study the three-factor model of Fama and French (1992; 1993) is evaluated on portfolios of Swedish stocks. Both a cross-section and time series approach are used to evaluate the model. The results show that beta, size, and book-to-market are significant variables in explaining excess returns of Swedish stock portfolios. LÄS MER