Essays about: "Iordan Palma Tzakov"

Found 1 essay containing the words Iordan Palma Tzakov.

  1. 1. An Evaluation of Asset Pricing Models in the Swedish Context - Is Carharts Four-Factor Model more suitable than its predecessors for explaining the Swedish stock exchange?

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Ludvig Göransson; Iordan Palma Tzakov; [2018-02-20]
    Keywords : Capital Asset Pricing Model; Fama French Three-Factor Model; Carhart Four-Factor Model; Swedish stock exchange; r-square-adjusted;

    Abstract : This thesis investigates the explanatory power of the Capital Asset Pricing Model, the Fama French Three-Factor Model and the Carhart Four-Factor Model on the Stockholm Stock Exchange over the period 2012-2016. The purpose is to examine whether or not the Carhart Four-Factor Model explains excess return variability better than the Capital Asset Pricing Model and the Fama French Three-Factor Model. READ MORE