Sökning: "Capm"

Visar resultat 1 - 5 av 372 uppsatser innehållade ordet Capm.

  1. 1. Active versus Passive Investment : A China and Hong Kong comparison

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

    Författare :Johanna Karlsson; Didrik Brinkestam Persson; [2020]
    Nyckelord :Active Investment; CAPM; China; Hong Kong; Index; Passive Investment;

    Sammanfattning : Investors have been debating whether active or passive management is the better strategy for a very long time where the majority conclude passive investment the most beneficial strategy in terms of after cost. Due to limited research in emerging markets, this study examines whether active or passive management is the most remunerative strategy in mainland China and Hong Kong, considering the difference in attributes between the regions. LÄS MER

  2. 2. Existerar lågriskanomalin? : - En studie på den svenska aktiemarknaden

    Kandidat-uppsats, Uppsala universitet/Företagsekonomiska institutionen; Uppsala universitet/Företagsekonomiska institutionen

    Författare :Emil Ek; Jesper Ström; [2020]
    Nyckelord :Lågriskanomalin; volatilitet; abnormal avkastning; svenska aktiemarknaden; capital asset pricing model;

    Sammanfattning : Anomalier ligger till grund för investeringsstrategier som används för att förvalta biljontals dollar. Anomalier frångår vedertagen teori som implicerar att abnormal avkastning inte är möjlig över tid. En anomali som bevisats ge långsiktig abnormal avkastning är lågriskanomalin. LÄS MER

  3. 3. Empirical Study on the Performance of Hedge Funds in China

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

    Författare :Weiwei Zhang; [2020]
    Nyckelord :Hedge funds; China; Performance; Persistence; Uncertainty;

    Sammanfattning : China is one of the most popular emerging markets, and the fund management industry has experienced rapid growth during the past decade, especially private funds. Although the regulatory regimes were underdeveloped at first, the government realized that it was important to improve the related regulation to address this problem. LÄS MER

  4. 4. Growth and Momentum - Rich and Richer : -A study on momentum and growth on the automotive Frankfurt stock market

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

    Författare :Charlie Vindehall; David Eriksson; [2020]
    Nyckelord :Active investing; Growth; Momentum; Efficient Market hypothesis; German automotive sector; CAPM; Alpha; Sharpe ratio;

    Sammanfattning : Active management funds are associated with higher transaction costs, which is something that has been acknowledged for a long time. The question is whether these costs can compensate with a higher return. This paper investigates how two active strategies, momentum and growth investing, have performed in relation to a passive index. LÄS MER

  5. 5. Shareiholder Wealth: An Event Study of Green and Non-Green Bond Issuance in Scandinavia

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Jonathan Bark; Melker Lundberg; [2020]
    Nyckelord :Green bonds; Conventional bonds; Event study; Cumulative Abnormal Returns; Capital Asset Pricing Model; Business and Economics;

    Sammanfattning : The green bond market has grown immensely since 2013 and is projected to continue on this growth path in the future. There is no consensus surrounding the effect of green bonds on the issuing firms share price. LÄS MER