Sökning: "Multi Factor Model"
Visar resultat 1 - 5 av 92 uppsatser innehållade orden Multi Factor Model.
- Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik
Sammanfattning : This thesis investigates the macroeconomic factors that affect the returns on the different portfolios in Stockholm Stock Exchange by using Arbitrage Pricing Theory (Stephen Ross 1976). We use the portfolios of Large Cap, Mid Cap, Small Cap, and All Caps. Specifically, multiple index model is used. The sample period is 2012-2017. LÄS MER
2. Performance Evaluation of Small- and Large-cap stocks - The importance of size effects on the Swedish equity marketKandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik
Sammanfattning : This Bachelor´s thesis investigated the performance of small-cap stocks and large-cap stocks on the Swedish equity market (NASDAQ OMX) over the years 2011 to 2016. A number of studies focused on asset pricing have during the last decades indicated that the original Capital Asset Pricing Model (CAPM) is misspecified and has limited power to explain cross-sectional and temporal variations in expected equity returns. LÄS MER
3. Sustainable Investment Strategies : A Quantitative Evaluation of Sustainable Investment Strategies For Index FundsUppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistik; Umeå universitet/Institutionen för matematik och matematisk statistik
Sammanfattning : Modern society is faced with the complex and intractable challenge of global warming, along with other environmental issues that could potentially alter our way of life if not managed properly. Is it possible that financial markets and equity investors could have a huge part to play in the transformation towards a greener and more sustainable world? Previous studies about investment strategies regarding sustainability have for the most part been centered around possibly less objective ESG-scores or around carbon and GHG-emissions only, with little or no consideration for water usage and waste management. LÄS MER
- Master-uppsats, KTH/Matematik (Avd.)
Sammanfattning : Harry Markowitz work in the 50’s spring-boarded modernportfolio theory. It gives investors quantitative tools to compose and assessasset portfolios in a systematic fashion. The main idea of the Mean-Varianceframework is that composing an optimal portfolio is equivalent to solving aquadratic optimization problem. LÄS MER
5. Systematising early evaluation of potential acquisition targets of PE investments : A research model for decision making influenced by information asymmetryMaster-uppsats, KTH/Skolan för industriell teknik och management (ITM); KTH/Skolan för industriell teknik och management (ITM)
Sammanfattning : Acquisitions are a major part of the growth and evolution of companies within varying markets. They are conducted under various circumstances with differing aims and rationales, and for different purposes. This thesis focuses on acquisitions carried out by serial investors acting in a private equity market. LÄS MER