Sökning: "Carhart s Four-Factor model"

Visar resultat 1 - 5 av 44 uppsatser innehållade orden Carhart s Four-Factor model.

1. 1. Beyond Profits: Exploring the Investment Styles and Risk-Adjusted Returns of ESG-Driven Portfolios

   Kandidat-uppsats,

   Författare :Alexander Olsson; Jonathan Taimory; [2023-07-06]
   Nyckelord :Risk-adjusted Returns; Investment Styles; Environmental; Social and Governance ESG ;

   Sammanfattning : This study uses daily data to examine how different ESG implementations affect performance and portfolio characteristics. With a non-homogenous view of how ESG investing is defined, ten different value-weighted portfolios are constructed. The geographical focus is the US market, with the S&P 500 total return index (SPXTR) as the screening universe. LÄS MER

3. 2. ESG and Fund Performance Comparing Funds with Different Strategic Benchmarks

   Kandidat-uppsats,

   Författare :Jesper Carlsson; Erik Olofsson; [2023-07-03]
   Nyckelord :ESG; Efficient Market Hypothesis; Risk-Adjusted Return; Strategic Benchmarks;

   Sammanfattning : This thesis aims to identify if there is a positive relationship between ESG and fund performance, and if this relationship is different depending on the strategic benchmark of the funds and how they differ between the given strategic benchmark. Four groups of funds connected to a specific strategic benchmark are divided based on their ESG score into a high ESG score group and low ESG score group. LÄS MER

4. 3. To Sin or Not to Sin? A Study of Traditional and New Sin Stocks on the American Stock Market

   Kandidat-uppsats, Lunds universitet/Företagsekonomiska institutionen

   Författare :Filip Eriksson; Herman Ljungberg; Oliver Lönegård; [2023]
   Nyckelord :Sin Stocks; New Sin Stocks; Sustainable Investments; Social Norms; Socially Responsible Investing; Business and Economics;

   Sammanfattning : This study aims to investigate the difference in stock return between traditional sin stocks, new sin stocks, and their respective peer stocks. The purpose was to expand the scarcely researched area of new sin stocks by being the first one to focus on new sin stocks on the American stock market (United States NYSE, AMEX, and NASDAQ stock exchanges), as this area has only been researched in Europe before. LÄS MER

5. 4. 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/Företagsekonomi

   Författare :Robin Munkhammar; Svensson Hampus; [2023]
   Nyckelord :Capital Asset Pricing Models; Carhart Four-Factor Model; Swedish Stock Market Volatility;

   Sammanfattning : 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

7. 5. Sustainable investing in the Nordics : A comparative analysis of ESG portfolios

   Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Företagsekonomi

   Författare :Linus Gustavsson; Marcus Andersson; [2023]
   Nyckelord :ESG rating; ESG investing; Factor investing; Nordic ESG financial performance; sustainable finance;

   Sammanfattning : Sustainability has become a pressing global issue due to environmental and social challenges caused by human activity which has led to a rise in sustainable investing, including ESG investing. Research on financial performance and sustainable investing have not only showed mixed results, but they are also generally conducted in greater markets such as the US, Europe, and Asia-pacific markets. LÄS MER