Sökning: "SMB"

Visar resultat 1 - 5 av 49 uppsatser innehållade ordet SMB.

  1. 1. Performance Evaluation of Small- and Large-cap stocks - The importance of size effects on the Swedish equity market

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

    Författare :Andreas Carlsson; Erik Hulth; [2019-02-20]
    Nyckelord :Performance Evaluation; Asset pricing; Size Effect; Sharpe Ratio; Treynor ratio; Jensen´s alpha; Risk-Adjusted Returns; Fama-French Three-Factor Model; Carhart Four-Factor Model; Multi-factor models; Single-factor model;

    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

  2. 2. MODELING CAPITAL ASSET RETURNS ON THE SWEDISH STOCK MARKET - An evaluation of Fama French’s Five Factor Model against its predecessors

    Kandidat-uppsats, Lunds universitet/Statistiska institutionen

    Författare :Kristoffer Bergram; Ludvig Göransson; [2019]
    Nyckelord :asset pricing modeling; time series regression; statistics; Fama French Five Factor model; Carhart Four Factor model; Fama French Three Factor model; Swedish stock market; portfolio theory; behavioral economics; Mathematics and Statistics; Business and Economics;

    Sammanfattning : This thesis compared the explanatory rate of three asset pricing models related to excess returns on the Swedish stock market. A more granular evaluation of each model’s factors was also conducted. A random sample of 90 companies was drawn from the Stockholm Stock Exchange (N = 371) using a Blomberg terminal. LÄS MER

  3. 3. In search for the reputational investment factor

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

    Författare :Birger Myrberg; David Dreja; [2019]
    Nyckelord :Factor investing; Smart beta investing; Corporate reputation; Performance forecast; Risk-adjusted returns;

    Sammanfattning : This paper looks at corporate reputation and its effect on future firm performance using the Reputation Quotient (RQ) produced by Harris Interactive Inc. as proxy for reputation. LÄS MER

  4. 4. Impact of different atmospheric forcings on surface mass balance estimates in Greenland

    Master-uppsats, Lunds universitet/Institutionen för naturgeografi och ekosystemvetenskap

    Författare :Stina Olandersson; [2018]
    Nyckelord :Physical Geography and Ecosystem analysis; surface mass balance; Greenland; climate models; numerical weather prediction models; surface energy balance; Arctic; climate change; Earth and Environmental Sciences;

    Sammanfattning : The Greenland Ice sheet (GIS) is the second largest ice sheet on Earth and thus stores a large amount of Earths freshwater. Because of climate change and the Arctic amplification, GIS is experiencing changes and increased melt rates. The total mass budget determines the amount of sea level rise caused by input from freshwater from the GIS. LÄS MER

  5. 5. Climate Change and Precipitation Variability Influence on the Greenland Ice Sheet

    Kandidat-uppsats, Lunds universitet/Fysiska institutionen; Lunds universitet/Förbränningsfysik

    Författare :Jennie Olsson; [2018]
    Nyckelord :Physics; Ice Sheet; Surface Mass Balance; SMB; Representative Concentration Pathways; RCP; Climate Change; Greenland; Precipitation; Precipitation Variability; Glaciers; Glacier; Meteorology; Greenhouse Effect; Greenhouse Gas; Future Climate; Climate; Physics and Astronomy;

    Sammanfattning : Climate changes have a large impact on precipitation patterns and precipitation variability change. With this in mind, precipitation over Greenland is studied. This is done for present day precipitation model data from 1991-2010 compared to future model simulations of precipitation for 2081-2100. LÄS MER