Sökning: "Four-factor model"
Visar resultat 1 - 5 av 69 uppsatser innehållade orden Four-factor model.
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
2. Are Women the Real Alpha Males? Gender differences through the lense of performance and risk in the Swedish mutual fund industryMaster-uppsats, Göteborgs universitet/Graduate School
Sammanfattning : MSc in Accounting and Financial Management.... LÄS MER
3. The difference in risk adjusted performance between socially responsible and conventional equity mutual funds - Evidence from SwedenKandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik
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
Sammanfattning : This thesis examines if climate sensitivity predicts stock returns and how well this measurement performs. The sample consists of the S&P 500 and the monthly stock return for the period between 1979 to 2019. The method is first to estimate the climate sensitivity for stock returns from temperature anomaly. LÄS MER
5. Mutual Fund Performance : An analysis of determinants of risk-adjusted performance for mutual equity funds available for Swedish investorsUppsats för yrkesexamina på avancerad nivå, Umeå universitet/Företagsekonomi; Umeå universitet/Företagsekonomi
Sammanfattning : The mutual fund industry in Sweden has grown rapidly over the past years. Research has been made on the topic for over 50 years, however there are still uncertainties about the determinants of fund performance. LÄS MER