Sökning: "Fama French Three Factor model"

Visar resultat 1 - 5 av 115 uppsatser innehållade orden Fama French Three Factor model.

  1. 1. Active fund management or passive index cruising?

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Joel Johansson; Gustav Osbeck; [2020-08-07]
    Nyckelord :;

    Sammanfattning : How should an investor pick funds to invest in? What is the best strategy, picking active or passive funds? It’s hard to navigate the fund landscape when there is ambiguous evidence and advice coming from different directions. Do fund managers outperform the market and passive funds? Do they bring something extra of value to the table in regards to their high management fees? The question seems almost age-old at this point, from dart throwing monkeys outperforming high profile fund managers to famous investors proclaiming that active fund management is dead, it’s hard to know what is really true about active versus passive fund management. LÄS MER

  2. 2. Return Differences on the Swedish Stock Market When Incorporating Different Value-Factors

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Johan Hellström; Viktor Lindström; [2020-07-07]
    Nyckelord :;

    Sammanfattning : MSc in Finance.... LÄS MER

  3. 3. Downside risk: is downside risk being priced in the U.S. stock market?

    Kandidat-uppsats,

    Författare :Raouf Bahsoun; Arsalan Hakimi; [2020-07-06]
    Nyckelord :Excess kurtosis; skewness; Value-at-Risk; Expected shortfall; semi deviation; downside beta; Sortino ratio; Fama-French three-factor model; Fama French Five Factor model; Carhart four-factor model; q-four factor model; q-five factor model; asset pricing; U.S. stock market;

    Sammanfattning : This paper aims to add further research to the field of downside risk, and downside risk measures’ influence on the average returns in the U.S. stock market. LÄS MER

  4. 4. Are Women the Real Alpha Males? Gender differences through the lense of performance and risk in the Swedish mutual fund industry

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Albin Helgesson; Clara Lindblad; [2020-07-01]
    Nyckelord :Mutual Funds; Gender Differences; Risk Behavior; Performance;

    Sammanfattning : MSc in Accounting and Financial Management.... LÄS MER

  5. 5. The difference in risk adjusted performance between socially responsible and conventional equity mutual funds - Evidence from Sweden

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Sebastian Alm; Otilia Esping; [2020-07-01]
    Nyckelord :;

    Sammanfattning : This thesis aims to study the difference in risk-adjusted performance between socially responsible (SR) and conventional equity mutual funds from a Swedish perspective. The study uses mutual fund data from the time-period January 2010 to January 2020. LÄS MER