Essays about: "Three-factor model"

Showing result 1 - 5 of 75 essays containing the words Three-factor model.

  1. 1. Sustainable Investment: A Win-Win Situation? An Evaluation of Mutual Ethical Equity Funds on the Global Market Using a Five Factor Model

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Josefine Bankel; Carolina Elvind; [2017-03-24]
    Keywords : Portfolio Evaluatio; Investment Style; SRI; ESG; Ethical Funds; Sustainability; Global; Emering Markets; Equity Fund; Mutual Funds; CAPM; Fama Frensch Five Factor Model;

    Abstract : This study investigates the performance and investment styles of mutual ethical equity funds on the global market. To examine this, the Fama French Five Factor model is applied by adding the new variables to Fama French Three Factor Model step by step, discovering new results about performance and investment style. READ MORE

  2. 2. Actively Managed Investments : A comparison of US hedge and equity mutual funds

    University essay from Högskolan i Jönköping/IHH, Företagsekonomi; Högskolan i Jönköping/IHH, Företagsekonomi

    Author : Erik Andrén; Oskar Fors; [2017]
    Keywords : Equity mutual funds; Hedge funds; Sortino ratio; Sharpe ratio; Fama-French three-factor model;

    Abstract : Over the past years, the total assets under management among hedge funds and equity mutual fundshave increased significantly. The question from an investor point of view iswhich investment vehicle can provide the greatest return adjusted for risk. READ MORE

  3. 3. Overvaluation in the housing market and its effect on the performance of listed real estate companies

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Carl Jedvall; Erik Ekeberg; [2017]
    Keywords : fundamental housing value; real estate; Swedish housing market; housing bubble; Fama-French Three-Factor Model;

    Abstract : In the years 2007-2015 prices for flats in Sweden increased with approximately 80%. Simultaneously, the Swedish real estate index, SX8600PI, increased with 77%, outperforming the OMXSPI by 33%. READ MORE

  4. 4. Taking Innovative Products to the Market: Development of a Working Model for Adoption in Collaboration with Sony Mobile Communications

    University essay from Lunds universitet/Produktionsekonomi

    Author : Kristina Hedin; Hampus Pettersson; [2017]
    Keywords : Adoption; canvas; model; innovation development; product development; process development; Technology and Engineering;

    Abstract : Background/Problem Description: Creating innovative products and take them to the market is a struggle for many companies around the globe. At the Department of Security & Enterprise at Sony Mobile Communications in Lund it was believed that the innovation process could be enhanced if more focus would be put on pricing, adoption and timing. READ MORE

  5. 5. Can Investors Benefit from Using a Simple Fundamental-Based Stock Selection Strategy?

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Simon Lindström; Hugo Karlsson; [2017]
    Keywords : Piotroski s F-Score; Fundamental Analysis; Efficient Markets; Abnormal Returns; Market Mispricing;

    Abstract : This paper examines Piotroski's (2000) fundamental-based F-Score strategy, on the Stockholm Stock Exchange between 1996 and 2017, to investigate: (1) if the strategy can identify future over- and underperformers, and (2) if this information constitute a market inefficiency over the most recognized common risk factors. We find that the strategy is overall successful, with an average annual return of 17 percent and a mean market-adjusted return of 8 percent. READ MORE