Essays about: "Jensen s index"

Showing result 1 - 5 of 29 essays containing the words Jensen s index.

1. 1. Less Is More: Exploring the Impact of Competition on Profitability

   University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi; Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

   Author : Hanna Lemne; Nora Palm-Jensen; [2023]
   Keywords : Competition; Herfindahl-Hirschman Index; Market Share; Market Structure; Profitability;

   Abstract : This thesis aims to explore how competition affects profitability. This is done by studying the relationship between competition and profitability across all industries in the U.S. between 2002-2021, focusing on public firms. READ MORE

3. 2. Tick-Tock: Time to invest? : A Study of the Investment Performance of Luxury Watches versus Traditional Assets

   University essay from Linköpings universitet/Produktionsekonomi

   Author : Gustav Sjöstedt; Sara Mannerford; [2023]
   Keywords : Veblen goods alternative assets traditional assets luxury watches hedonic pricing method hedonic characteristics regression analysis Sharpe ratio Treynor ratio CAPM Jensen’s alpha;

   Abstract : Background: This study discusses the phenomenon of luxury goods as investment assets,focusing on luxury watches in particular. The rise of globalization and increased wealth,particularly among the middle and high-income groups in developing countries, hascreated a larger potential customer base for luxury items. READ MORE

4. 3. Does a portfolio of growth stocks outperform a portfolio of value stocks? : Evidence from Sweden and Norway

   University essay from Umeå universitet/Företagsekonomi

   Author : Lina Andersson; Daniella Holmgren; [2022]
   Keywords : Growth stocks; Value stocks; P E ratio; Sharpe ratio; Jensen’s alpha; behavioural finance; efficient market hypothesis; financial crises;

   Abstract : A high return is a driving factor for most investors. The ways to reach success are many and different investment strategies on how to earn high returns have been discussed for decades. READ MORE

5. 4. Executive Stock Incentives and Corporate Payout Policy: How do executive stock incentives affect payouts, and can they be used to mitigate the free cash flow problem?

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Carl Hedin; Max Thorwalls; [2022]
   Keywords : Executive Stock Incentives; Corporate Payout Policy; Free Cash Flow Problem; S P 1500;

   Abstract : Using data on 849 companies included in the S&P 1500 Index during 2015-2019, this study provides an overview of how executive held shares and stock options affect companies' payout policies. By examining how executive stock incentives relate to the magnitude and composition of payouts, we aim to establish whether such incentives can be utilized to mitigate the free cash flow problem defined by Jensen (1986). READ MORE

6. 5. MSCI Climate Paris Aligned Indices : A quantitative study comparing the performance of SR indices and their conventional benchmark indices

   University essay from Umeå universitet/Företagsekonomi

   Author : Linnéa Casselryd; Agnes Lantto; Alicia Julienne Zanic; [2021]
   Keywords : MSCI Climate Paris Aligned Indices; Socially Responsible Investments; Sustainable Indices; Performance; Beta; Sharpe Ratio; Jensen´s Alpha; Spanning Test; Ordinary Least Squares;

   Abstract : There is no clear consensus about whether green investments perform better, worse orequal to conventional brown investments. With the rising popularity of socialinvestments, it becomes increasingly important to understand these investments. READ MORE