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Visar resultat 21 - 25 av 316 uppsatser som matchar ovanstående sökkriterier.
21. En studie av momentumeffekter på OMXS30
Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : This paper investigates the literature concerning market efficiency and how that compares to behavioral finance. The works of Fama (1970) who laid the ground for the efficient market hypothesis and Jegadeesh & Titman (1993) who laid the ground for momentum strategies are both analyzed and compared against each other. LÄS MER
22. Predicting Equity Fund Returns: The Impact of the Momentum-Factor on Performance
Kandidat-uppsats, KTH/Matematisk statistikSammanfattning : Momentum has been a persistent and robust factor in explaining excess future returns, generating great interest from investors and financial analysts. Following the financial crisis of 2008 and the Covid-19 pandemic, there have been instances of significant momentum crashes. LÄS MER
23. 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
24. Changing Patterns over the FOMC Cycle
C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : We document that in the period 2017 to 2022, the US stock market did not feature the same pattern of higher excess stock returns in even weeks following Federal Open Market Committee (FOMC) announcements as in the period 1994 to 2016. We show that timing of Board of Governors meetings and direction of Fed funds target rate movements affect US market returns in both periods, and connect changes in these factors to the distortion of the even-week return pattern. LÄS MER
25. Aktivt förvaltade fonder i tillväxtmarknader vs utvecklade marknader
Magister-uppsats, Karlstads universitet/Handelshögskolan (from 2013)Sammanfattning : Den här uppsatsen analyserar de optimala förhållanden under vilket en aktivt förvaltad aktiefond lyckas generera en riskjusterad överavkastning. Prestationen i sin tur på den riskjusterade överavkastningen beräknas och värderas med Jensen Alfavärdet som är ett riskjusterat prestationsmått. LÄS MER