Sökning: "Capital assets pricing market"

Visar resultat 1 - 5 av 25 uppsatser innehållade orden Capital assets pricing market.

  1. 1. Unveiling the Impact of ESG Ratings on Risk-Adjusted Returns : Evidence from European Companies

    Master-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :David Melin; Otta Alexander; [2023]
    Nyckelord :ESG; Sustainability; Risk-adjusted return; Risk factor; Factor model; Portfolio; Europe;

    Sammanfattning : This study uses a sample of 600 companies from Europe to investigate the risk-adjusted returns of four portfolios with high and low ESG ratings between 2011 and 2021. Four asset pricing models and additional measures for risk and return are tested on different portfolio weights. LÄS MER

  3. 2. Net-Nets och Magic Formula som investeringsstrategier : Hur investeringsstrategier prestera på den svenska aktiemarknadens  submarknader och hur välfungerande strategierna är i praktiken

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Författare :Alex Salomonsson; William Jobson; [2022]
    Nyckelord :Magic Formula; Net Nets; Investeringsstrategier; Sharpekvot; Capital assets pricing market; effektiva marknadshypotesen;

    Sammanfattning : This study shows how the two investment strategies Net-nets and magic formula performs on the Swedish stock markets subgroups Small, Mid and Large Cap. Also, with the intention to see which of these two strategies suits the private investors on the Swedish stock market and see which gave the highest rate of return. LÄS MER

  4. 3. Swedish green bond market: do firms benefit from green bonds through a lower cost of capital?

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Yosua Sihombing; Márta Vidéki; [2022]
    Nyckelord :Green bond; Green premium; Stock price reaction; Investor attention;

    Sammanfattning : Green bonds are one of the most important assets in sustainable finance that are projected to reach a market size of USD 1 trillion by the end of 2022. This thesis looks into the Swedish corporate bond market from 2014 to March 2022 with the goal of understanding if firms benefit from a lower cost of capital through the issuance of green bonds. LÄS MER

  5. 4. Is Illiquidity a Good Proxy for Risk? : Can illiquidity have an effect on growth firms' expected return?

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Författare :Vilma Carlberg; Christina Gyllner; [2022]
    Nyckelord :AILLIQ; ILLIQ; risk; return; capital asset pricing model; liquidity; illiquidity; small-cap; t-test;

    Sammanfattning : As previous researchers have discussed the paradigm of risk and return, this study also suggests illiquidity as a good proxy for risk. An illiquid asset, thus higher risk, should generate high return. LÄS MER

  7. 5. Fundamental Indexation Smart Beta Strategy on the Swedish Market- Enhancing risk-adjusted performance with Fundamental Indexation

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Tommy Saliba; Philip Thulin; [2021-06-30]
    Nyckelord :Smart Beta; Fundamental Indexation; CAPM; EMH; Value; Quality; Momentum; Low Volatility; Factor Investing;

    Sammanfattning : Smart Beta strategies’ ability to combine the benefits of active- and passive investing has caught the attention of the Asset Management industry – propelling a surge in new Smart Beta products. These strategies offer a novel approach to factor investing by not weighting assets according to the typical cap-weighting scheme, instead applying weighting methods such as fundamental indexation, yielding a new dimension to factor-oriented strategies. LÄS MER