Sökning: "capm fama-french"
Visar resultat 11 - 15 av 87 uppsatser innehållade orden capm fama-french.
11. ESG: The Relationship Between “Ethical” Investing and Abnormal Returns
Master-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : 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
12. Does ESG pay off? : A quantitative study of how ESG-scores affect Swedish Large-cap Firms Performance and Stock returns
Master-uppsats, Umeå universitet/FöretagsekonomiSammanfattning : 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
13. EMPIRICAL ANALYSIS OF FACTORS AFFECTING THE EXPECTED RATE OF RETURN FOR ALL-ELECTRIC-VEHICLE MAKERS : USING REGRESSION ANALYSIS TO TEST THE SIGNIFICANCE OF THE CAPM AND FAMA FRENCH FACTORS ON THE CALCULATION OF THE EXPECTED RATE OF RETURN FOR 9 OF THE BIGGEST ALL-ELECTRIC VEHICLE MAKERS.
Magister-uppsats, Blekinge Tekniska HögskolaSammanfattning : The All-Electric Vehicle (AEV) industry development has intensified and is connected to governmentefforts to minimize greenhouse gas emissions and encourage people to buy electric vehicles. This hasled to all the lights turning on newly established all-electric vehicle makers and some older players. LÄS MER
14. Performance of Small- and Large-cap stock portfolios- The importance of market anomalies across business cycles
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : This Master´s thesis investigated the importance of the market anomalies size (market capitalization), value (Book-to-Market ratio) and momentum (lagged short-term momentum) for equity returns of small- and large-cap composite stock portfolios. The study focused on two contrasting stock markets (NASDAQ OMX and NYSE) across domestic business cycles over the time-period 2006 to 2021. LÄS MER
15. Performance Evaluation of Swedish and German Actively Managed Mutual Funds
Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistikSammanfattning : There are many studies examining the performance of actively managed mutual funds in different markets. The results of these studies vary depending on the used model and market. LÄS MER