Sökning: "Robin Olin"

Hittade 3 uppsatser innehållade orden Robin Olin.

  1. 1. Q-factor Investment Approach: Evidence from the Swedish Equity Market

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Jesper Lundgren; Robin Olin; [2021-06-30]
    Nyckelord :Asset pricing; q-factor model; Swedish equity market;

    Sammanfattning : Four easily measured factors: market, size, investment, and pro tability together con- stitute the empirical q-factor model. The combination of factors have previously shown to largely capture the cross-sectional variation in average stock returns. LÄS MER

  3. 2. Ethical Fund Performance - A matched pair analysis of the Swedish fund market

    Kandidat-uppsats,

    Författare :Jesper Lundgren; Robin Olin; [2019-07-05]
    Nyckelord :ESG; Mutual funds; Swedish Fund Market;

    Sammanfattning : This thesis investigates the effect of ethics on the performance of Swedish funds over the years 2009-2018. Through the use of environmental, social, and governance (ESG) score, this study distinguishes ethical funds from the less ethical funds. LÄS MER

  4. 3. Fama, French och Carhart - kan någon ge oss en förklaring?

    Kandidat-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Lukas Olin; Robin Sardella; Carl Lundin; [2019]
    Nyckelord :Magic Formula; Momentumstrategi; Marknadsanomalier; Riskfaktorer; Tillgångsprissättningsmodell; Business and Economics;

    Sammanfattning : Purpose: The purpose of the thesis is to examine if two investment strategies, Magic Formula and Momentum strategy, are capable of generating an abnormal return on the european stock market according to four asset pricing models during the time period between July 2000 and July 2018. A secondary purpose is to investigate the investment strategies’ performance in relation to the market portfolio. LÄS MER