Sökning: "multifactor strategy"

Hittade 3 uppsatser innehållade orden multifactor strategy.

  1. 1. Stockholm Stock Exchange and Environmental Rating – A Multifactor Analysis

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Carl Helldén; Julia Lamers; [2022-06-29]
    Nyckelord :ESG; Environmental; asset pricing models; screening strategies;

    Sammanfattning : The thesis investigates if investors can generate positive abnormal performance by investing in Environmental high-rated stocks on the Stockholm stock exchange based on three screening strategies; positive, negative and best-in-class for value-weighted, long-only and long-short portfolios. The sample is between 2010-2020, using CAPM, Fama-French three factor model and Carhart four factor model. LÄS MER

  3. 2. Electromagnetic field and neurological disorders Alzheimer´s disease, why the problem is difficult and how to solve it

    M1-uppsats, Uppsala universitet/Logopedi

    Författare :Peter Lyttkens; [2018]
    Nyckelord :Alzheimer; oxidative stress; EMF; microwave; VGCC; ACh; protein refolding; APOE; big data; FINGER; wifi; DECT; AChE; DNA-damage; mobile phone; glucose metabolism; demyelinating; antioxidant defence; defective proteins; non thermal effects; Alzheimer risk; pathophysiology; mechanism; amyloid pathologies; multifactor strategy; diet; exercise; cognitive training; vascular risk management; exposure; sleep disturbance; circadian dysfunction; neuropsychiatric symptom; risk assessments;

    Sammanfattning : .... LÄS MER

  4. 3. Investigations on the real estate market

    Magister-uppsats, Handelshögskolan vid Umeå universitet

    Författare :Xavier Chane-Teng; Cecile Manni; [2008]
    Nyckelord :French Real Estate Investment Trusts; SIIC Performance; Economic Factors; ; Financial Behaviour and Multifactor Model.;

    Sammanfattning : Title: Investigations on the real estate market, what are the main factors influencing the performance of the French Real Estate Investments Trusts? Problem: In 2003, the French government implemented a new tax-exempt structure in the real estate market. Like REITs in the United States, SIICs are listed French companies that aim to improve the performance of real estate stocks on Paris Stock Exchange. LÄS MER