Essays about: "Andreas Jensen"

Showing result 1 - 5 of 7 essays containing the words Andreas Jensen.

1. 1. Performance Evaluation of Small- and Large-cap stocks - The importance of size effects on the Swedish equity market

   University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Author : Andreas Carlsson; Erik Hulth; [2019-02-20]
   Keywords : Performance Evaluation; Asset pricing; Size Effect; Sharpe Ratio; Treynor ratio; Jensen´s alpha; Risk-Adjusted Returns; Fama-French Three-Factor Model; Carhart Four-Factor Model; Multi-factor models; Single-factor model;

   Abstract : This Bachelor´s thesis investigated the performance of small-cap stocks and large-cap stocks on the Swedish equity market (NASDAQ OMX) over the years 2011 to 2016. A number of studies focused on asset pricing have during the last decades indicated that the original Capital Asset Pricing Model (CAPM) is misspecified and has limited power to explain cross-sectional and temporal variations in expected equity returns. READ MORE

3. 2. On The Significance of Relationship Directions in Clustering Algorithms for Reverse Engineering

   University essay from Göteborgs universitet/Institutionen för data- och informationsteknik

   Author : David Jensen; Andreas Lundkvist; [2016-06-27]
   Keywords : ;

   Abstract : Software clustering is a common technique applied to simplify reverse engineered software models. These algorithms commonly classify similarity between nodes based on their relationships. However little research exists that discusses the importance of the direction of these relationships. READ MORE

4. 3. A penny saved

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Andreas Johansson Lagerstedt; Oscar Ljunggren Westlundh; Truls Törnqvist; [2016]
   Keywords : Cash holdings; profitability; Stockholm stock exchange; overinvestment; Jensen’s free cash flow hypothesis; Business and Economics;

   Abstract : Abstract Title: A penny saved: Do cash holdings reduce profitability? Seminar date: May 25, 2016 Course: FEKN90, For the degree of: Master of Science in Business and Economics, 30HP Authors: Andreas Lagerstedt, Oscar Ljunggren Westlundh, Truls Törnqvist Advisor: Anna Glenngård Keywords: Cash holdings, profitability, Stockholm stock exchange, overinvestment, Jensen’s free cash flow hypothesis. Purpose: The overall purpose of this study is to investigate if profitability is negatively affected by cash holdings for firms on the Swedish market. READ MORE

5. 4. Active Share in the Swedish Premium Pension System : A Study on Mutual Fund Activity and Performance

   University essay from Företagsekonomi

   Author : Andreas Rönngren; Ding Xu; [2013]
   Keywords : Active Share; tracking error volatility; tracking error; fund performance; alpha; Swedish funds; fund return; mutual equity funds; CAPM; three-factor model; four factor model; pension; Swedish pension system; premium pension; Swedish premium pension system;

   Abstract : We investigate the activity and performance of 64 Swedish registered mutual equity funds available in the Swedish Premium Pension System from October 2002 to December 2011. Fund activity is measured by applying the holdings based analysis Active Share combined with Tracking Error Volatility (TEV). READ MORE

6. 5. Risk-adjusted return performance on a screened index : An empirical investigation of a Shariah screened index and a non-screened index

   University essay from IHH, Nationalekonomi

   Author : andreas elf; Eduardo Gonzalez Riffo; [2012]
   Keywords : Islamic finance; Islamic Index; Conventional index; CAPM; Sharpe ratio; Treynor index; Performance; DJIM; NASDAQ; S P.;

   Abstract : This paper investigates whether an Islamic screened benchmark index shows a different risk adjusted performance in comparison to a non-screened benchmark index. In contrast to other papers this study analyzes daily observations in the years from 2007 to 2012, a period heavily affected by the financial crisis. READ MORE