Sökning: "Market-premium"

Visar resultat 1 - 5 av 9 uppsatser innehållade ordet Market-premium.

1. 1. A valuation of Swedish hedge fund performance

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

   Författare :Elis Grönqvist; Johan Wennerström; [2023-02-09]
   Nyckelord :;

   Sammanfattning : In this thesis we present annual returns of Swedish hedge funds sorted by investment strategies and investigate which strategy performs best and how the Fama-French factors: market premium, value premium and growth premium affect these returns. The Fama-French three-factor model is built on the Capital Asset Pricing Model which tries to describe the relationship between the expected return of an asset and the risk of the asset compared to the market. LÄS MER

3. 2. Put your money where your mouth is: How do eco-labels and the perception of sustainability affect the value of a tomato?

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

   Författare :Weinny Karlsson; Karl Parker; [2022-07-08]
   Nyckelord :Willingness to pay; van Westendorp; Tomatoes; ECO-labels; Regression analysis;

   Sammanfattning : This study attempts to estimate willingness to pay for organic tomatoes according to university students in Gothenburg, Sweden. Previous research on the willingness to pay for ECO-labeled grocery products has been conducted. However, this research has either only been conducted on other individual goods or in other parts of the world. LÄS MER

4. 3. Industry Anomalies: An examination of asset pricing anomalies through an industry-specific framework

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Författare :Kristiyan Denev; Aleksandar Strinic; [2020]
   Nyckelord :Industry returns; Asset pricing; Anomalies; Industry Factors; Investment strategies;

   Sammanfattning : The finance literature has discovered a large number of anomalies in the cross-section of stock returns over the past three decades. This thesis examines whether some of the most robust anomalies also appear within industries, and whether some are more prominent than others within specific industry sectors. LÄS MER

5. 4. A Comparison of Asset Pricing Models on Nordic Markets

   C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Författare :Felix Gardtman; Alexander Käll; [2020]
   Nyckelord :Asset pricing model; Five-factor model; Three-factor model; Market-premium; Size-premium;

   Sammanfattning : This paper applies the Fama and French five-factor model to Nordic stock markets, comparing its performance to the Fama and French three-factor model and CAPM. The five-factor model is not found to outperform the three-factor model or CAPM. LÄS MER

7. 5. The influence of real estate price fluctuations on real estate stocks : An analysis of Swedish asset classes

   Kandidat-uppsats, Högskolan i Jönköping/IHH, Nationalekonomi

   Författare :Jesper Jonasson; Tobias Rosén; [2019]
   Nyckelord :Real estate; Real estate stocks; Stock market; Supply and Demand; Interest rate; Capital Asset Pricing Model;

   Sammanfattning : With background to recent price growth in Swedish real estate and consequently real estate stocks, our aim is to examine the relationship between real estate price development and real estate stock price development. To test our hypothesis, that real estate price development have had an impact on the return of real estate stocks, we built a capital asset pricing model. LÄS MER