Sökning: "Fama-French factors"
Visar resultat 16 - 20 av 85 uppsatser innehållade orden Fama-French factors.
16. Femte faktorn gillt? : En kvantitativ studie av Fama och Frenchs femfaktormodell på den svenska aktiemarknaden
Kandidat-uppsats, Södertörns högskola/FöretagsekonomiSammanfattning : Syfte: Syftet är att testa Fama och Frenchs femfaktormodell på den svenska aktiemarknaden. Detta genom att undersöka huruvida modellen kan statistiskt förklara portföljers genomsnittliga avkastning samt ifall specifika faktorer har statistisk signifikans. Metod: En kvantitativ studie med ett deduktivt förhållningssätt. LÄS MER
17. Hållbara trender - presterande fonder? : En kvantitativ studie om hur ESG påverkar Sverigefonders prestation
Kandidat-uppsats, Södertörns högskola/FöretagsekonomiSammanfattning : Sustainability has become a major societal trend and interest in sustainable investments has increased among investors. The purpose of this study is to investigate how sustainability affects Swedish funds' returns and risk. LÄS MER
18. Financial statement information and abnormal stock returns : a test of increased market efficiency over time in the Swedish stock market
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi; Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringSammanfattning : This study revisits the question of whether publicly available financial statement information can be used to generate abnormal returns. The study tests the hypothesis that the Swedish stock market has become increasingly efficient over time with respect to publicly available financial statement information, suggested by Skogsvik and Skogsvik (2010), by applying their investment strategy, combining the estimated probability of an increase in mid-term ROE with the implied market expectations for future mid-term ROE estimated from a RIV-model. LÄS MER
19. Return Differences on the Swedish Stock Market When Incorporating Different Value-Factors
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : In this paper, we investigate the predictability in stocks return on the Swedish equity market between 2006 and 2017. Answering the question, what is the differences in using Fama-French three-factor model when applying different constructed portfolios? Previous literature examines this topic on the American stock market. LÄS MER
20. “Cheap" property holding stocks: Opportunity of a lifetime or too good to be true? - An empirical test of investment strategies based on stock price / EPRA NAV multiples for Swedish property holding stocks.
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : This thesis tests the reliability of EPRA NAV (European Public Real estate Association Net Asset Value) as a measure for stock prices in property holding firms. The law of one price dictates that the price of a listed asset should equal the price of a private asset, however, this is not the case for property holding firms as the stock prices deviate from the EPRA NAV. LÄS MER
