Sökning: "Ulf Hage"

Hittade 2 uppsatser innehållade orden Ulf Hage.

1. 1. Idiosyncratic Volatility and Risk-Adjusted Returns: Evidence from the Swedish Stock Market

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

   Författare :Andreas Elvelin; Ulf Hage; [2015]
   Nyckelord :Idiosyncratic volatility; Fama-French three-factor model; Risk-adjusted returns; January effect; Microcap stocks;

   Sammanfattning : Classic financial theory says that an investor should not be compensated for holding diversifiable risk, and that no relation between diversifiable risk and returns should exist. However, research has shown diversifiable risk, or idiosyncratic volatility, to be both positively and negatively related to returns, depending on the application. LÄS MER

3. 2. Index-Tracking: The Performance of Swedish Index Funds from an Investor Perspective

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

   Författare :Ulf Hage; Jonas Karlsson; [2013]
   Nyckelord :Index Funds; Performance Evaluation; Tracking Error; Fund Characteristics;

   Sammanfattning : Index funds have grown to become a significant part of the family of investment vehicles, both internationally and in Sweden. However, the amount of research conducted on their performance and attributes has not grown at the same rate. While replicating an index might seem straightforward, differences persist in how well index funds perform. LÄS MER