Sökning: "three-factor"

Visar resultat 1 - 5 av 200 uppsatser innehållade ordet three-factor.

  1. 1. ESG Balancing the Books and the Planet: A Quantitative Analysis of Risk-Adjusted Returns in ESG and Traditional Funds

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Benjamin Javidi; Malin Larsson; [2023-08-25]
    Nyckelord :Capital Asset Pricing Model CAPM ; Fama-French three-factor model; ESG; Sharpe ratio; OLS Regression Analysis; Modern Portfolio Theory;

    Sammanfattning : The demand for sustainable investment has increased in the last decade. “Environmental, Social and Governance” (ESG) are characteristics within sustainable investment and are commonly considered in private investing. LÄS MER

  3. 2. Exploring the Idiosyncratic Volatility Anomaly in the Swedish Stock Market: An Empirical Analysis of its Impact on Returns

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Anton Ahlqvist; Walter Uong; [2023-06-29]
    Nyckelord :;

    Sammanfattning : We examine the cross-sectional relationship between idiosyncratic volatility relative to the Fama-French three factor model and expected stock returns. We find that portfolios containing the firms with the lowest idiosyncratic risk offers excess returns in relation to the prediction of the Fama-French three factor model, while those with the highest idiosyncratic risk do not. LÄS MER

  4. 3. A valuation of Swedish hedge fund performance

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Elis Grönqvist; Johan Wennerström; [2023-02-09]
    Nyckelord :;

    Sammanfattning : In this thesis we present annual returns of Swedish hedge funds sorted by investment strategies and investigate which strategy performs best and how the Fama-French factors: market premium, value premium and growth premium affect these returns. The Fama-French three-factor model is built on the Capital Asset Pricing Model which tries to describe the relationship between the expected return of an asset and the risk of the asset compared to the market. LÄS MER

  5. 4. The Challenges of Sustainable Investing

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Herman Rönnberg; Filip Björkholm; [2023]
    Nyckelord :ESG; sin stocks; Sustainable investing; Russell 3000; Portfolio Construction; Business and Economics;

    Sammanfattning : Over the past decades, investment preferences towards portfolio construction have changed from focusing solely on profit maximization, into a combination of good financial perfor- mance as well as a responsible sustainability outcome. The purpose of this paper is three- fold: first, to investigate whether a sustainable portfolio based on a high environmental, social and governance (ESG) score contributes to positive returns or affects financial per- formance negatively. LÄS MER

  7. 5. Influence of supercritical carbon dioxide (scco2) dyeing parameters on color fastness of polyester fabric dyed with disperse dye : A study towards minimizing the energy consumption of polyester (pet) fabric dyeing with azo disperse dye

    Master-uppsats, Högskolan i Borås/Akademin för textil, teknik och ekonomi

    Författare :Tapas Das; [2023]
    Nyckelord :Supercritical fluid dyeing; polyester PET fabric; coranger orange PE3330; color fastness; ideal dyeing conditions; eco-friendly;

    Sammanfattning : Amid growing environmental concern and continuous depletion of natural resources (such as water), the textile industry is constantly searching for sustainable production process. Traditional dyeing processes, notorious for their enormous water consumption, have led society to search alternative dyeing method. LÄS MER