Sökning: "survivorship bias"

Visar resultat 1 - 5 av 17 uppsatser innehållade orden survivorship bias.

  1. 1. Att vara undantaget : om invandrares företagande i de gröna näringarna

    L3-uppsats, SLU/Dept. of Urban and Rural Development

    Författare :Martina Nilsson; [2017]
    Nyckelord :grön integration; gröna näringarna; invandrare; utrikes född; habitus; kapital; Bourdieu; jordbruk;

    Sammanfattning : Fältet ”grön integration” växer i Sverige, inom vilket flertalet aktörer driver olika integrationsprojekt. Detta i en näring med endast ca 150 företagare födda utanför EU. LÄS MER

  3. 2. Backtesting the Magic Formula in the Brazilian Stock Market

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Alexander Gunnar Juliao de Paula; [2016-10-06]
    Nyckelord :Magic Formula; Value Investing; Joel Greenblatt; E cient Market Hypothesis EMH ; Capital Asset Pricing Model CAPM ;

    Sammanfattning : This thesis performs a backtest of the Magic Formula for the Brazilian stock market in the period between 2006 and 2015. The Magic Formula methodology is a stock picking strategy that combines Return on Capital and Earnings Yield factors in a ranking system aiming to outperform the market average. LÄS MER

  4. 3. How does the market structure in a banking sector affect bank profitability during a financial crisis?

    Kandidat-uppsats,

    Författare :Niklas Grahn; Rasmus Widell; [2016-07-06]
    Nyckelord :;

    Sammanfattning : This thesis studies how profitability in both emerging and advanced economies is affected by market structure in a financial crisis. The country sample from Mirzaei, Moore, & Liu (2013) is used with a similar methodology, with the distinct difference of using all banks rather than simply active banks, to enable a comparison to the time period 1999-2008. LÄS MER

  5. 4. The Low Risk Anomaly Evidence from Sweden

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Anton Brodén; Jonathan Fransson; [2015-07-13]
    Nyckelord :;

    Sammanfattning : This paper finds that the low risk anomaly is present on NASDAQ OMX Stockholm during January 2005 until December 2014. The result has been produced with a survivorship bias-free sample, consisting of 25 108 firm-month observations in total. LÄS MER

  7. 5. Good For Goodness Sake? An evaluation of the performance of ethical funds in Sweden

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Linn Egeland; Linnea Jahnson; [2015]
    Nyckelord :Performance evaluation; Ethical investments; Mutual funds; Socially responsible investing;

    Sammanfattning : Using a survivorship-bias free dataset, the fund performance and market timing of 95 Swedish ethical mutual funds and 237 conventional mutual funds between 2004 and 2014 is compared in order to investigate if there is an additional cost associated with ethical investments. For the evaluation of fund performance the CAPM single-index model as well as the Carhart (1997) 4-factor model is applied. LÄS MER