Sökning: "Three-factor model"

Visar resultat 21 - 25 av 183 uppsatser innehållade orden Three-factor model.

  1. 21. ESG: The Relationship Between “Ethical” Investing and Abnormal Returns

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Per Malm; [2022]
    Nyckelord :ESG; Abnormal Returns; High Minus Low; Asset Pricing Model; Business and Economics;

    Sammanfattning : This essay examines the relationship between ESG and abnormal returns and its implications on investing. To investigate this topic, I allocate stocks into zero-investment portfolios based on high and low ESG, using three different weighting methods, equal weighting, value weighting and portfolio optimization. LÄS MER

  3. 22. Does ESG pay off? : A quantitative study of how ESG-scores affect Swedish Large-cap Firms Performance and Stock returns

    Master-uppsats, Umeå universitet/Företagsekonomi

    Författare :Nebil Esmail; Andreas Mattsson; [2022]
    Nyckelord :Firm performance; Stock returns; ESG-scores; Sweden; Large-cap; Stakeholder theory; Shareholder theory; Efficient Market Hypothesis; CAPM; Fama- French Three-Factor Model;

    Sammanfattning : Previous scholars have viewed expenditures on ESG (environmental, social, governance) in two distinct ways. In one way, it has been viewed as wasteful if it does not directly contribute to the business. The other perspective being that by addressing ESG-issues, one can improve businesses by improving society. LÄS MER

  4. 23. Does value investing yield abnormal returns?

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering; Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Fabian Boberg; Richard Jungner; [2022]
    Nyckelord :Value investing; Piotroski s F-score; Greenblatt s Magic Formula; Efficient Market Hypothesis; Intangible Assets;

    Sammanfattning : Studies suggest that value investing's performance has deteriorated due to the increasing share of intangibles, which has complicated the process of identifying value stocks. We study the value investing strategies Greenblatt's Magic Formula and Piotroski's F-score in the Nordic region from 2012 to 2022. LÄS MER

  5. 24. A New Value Premium : Value Creation in the Swedish stock market

    Kandidat-uppsats, Stockholms universitet/Företagsekonomiska institutionen

    Författare :Lemar Jalili; Samuel Höög; Simon Blank; [2022]
    Nyckelord :ROIC; WACC; ROIC-WACC Spread; Fama and French three-factor model; Asset-pricing models; Value Premium; Factor models; Value creation.;

    Sammanfattning : Value creation in any stock market is a highly discussed topic with an abundant amount of generalized models aiming to predict future returns. Although no such tool exists yet there are, however, acknowledged models from peer-reviewed journals that have received a lot of attention over the years in examining company performance. LÄS MER

  7. 25. Negativa attityder mot äldre arbetstagare predicerat av personlighet, motivation och makt Negative attitudes towards elderly workers predicted by personality, motivation and power

    Kandidat-uppsats, Lunds universitet/Institutionen för psykologi

    Författare :Oscar Lydahl; Adam Lagerström; [2022]
    Nyckelord :Ageism; Recruitment; Power-motives; HEXACO OCEAN; WEIMS; Ålderism; Rekrytering; Maktmotiv; Social Sciences;

    Sammanfattning : The purpose of this exploratory cross-sectional study was to examine whether ageism differs between recruiters and non-recruiters and to investigate if there exists a correlation between different power motives, personality traits and workmotivation and negative attitudes towards the elderly. The data was collected through a questionnaire with a total of 123 respondents of which 44 worked with recruiting. LÄS MER