Sökning: "vosilov"

Hittade 2 uppsatser innehållade ordet vosilov.

1. 1. Cross-Section of Stock Returns: : Conditional vs. Unconditional and Single Factor vs. Multifactor Models

   Master-uppsats, Handelshögskolan vid Umeå universitet

   Författare :Rustam Vosilov; Nicklas Bergström; [2010]
   Nyckelord :Cross-section of stock returns; asset-pricing model empirical tests; CAPM; Fama-French; conditional asset-pricing models; time-varying beta; time-varying risk; conditional beta; cross-sectional regression; time series regression; financial market anomalies; value premium; size premium; momentum effect;

   Sammanfattning : The cross-sectional variation of stock returns used to be described by the Capital Asset Pricing Model until the early 90‟s. Anomalies, such as, book-to-market effect and small firm effect undermined CAPM‟s ability to explain stock returns and Fama & French (1992) have shown that simple firm attributes, like, firm size and book-to-market value can explain the returns far better than Beta. LÄS MER

3. 2. Financial Risk Tolerance: Differences Between Women and Men

   Kandidat-uppsats, Handelshögskolan vid Umeå universitet

   Författare :Rustam Vosilov; Abdisalam Ali Ibrahim; [2008]
   Nyckelord :Financial Risk Tolerance; gender differences; financial risk attitude;

   Sammanfattning :   The statistics has shown that men and women have different investing strategies, where men tend to choose riskier investments and women lean towards less risky investments. The financial theory states that individuals are risk averse in general, and some prior studies have shown that women are more so than men. LÄS MER