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. 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

  3. 3. 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

  4. 4. The Quest for the Abnormal Return : A Study of Trading Strategies Based on Twitter Sentiment

    University essay from Umeå universitet/Företagsekonomi; Umeå universitet/Företagsekonomi

    Author : Peter Gustafsson; Jonas Granholm; [2017]
    Keywords : sentiment analysis; trading strategy; twitter; stock portfolios;

    Abstract : Active investors are always trying to find new ways of systematically beating the market. Since the advent of social media, this has become one of the latest areas where investors are trying to find untapped information to exploit through a technique called sentiment analysis, which is the act of using automatic text processing to discern the opinions of social media users. READ MORE

  5. 5. Value investing; A quest for alpha in the Nordic region - Back-testing the strategies developed by Joel Greenblatt and Joseph Piotroski

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

    Author : Jonas Wahlström; Alfons Jagut; [2017]
    Keywords : Value Relevance of Accounting Measures; F-Score; MFI; Value Investing; Fama French s three-factor model;

    Abstract : This thesis evaluates the performance of the Magic formula and F-score. The investment strategies are applied to the entire Nordic region over the period of 2005-2015 and the returns evaluated using the CAPM and Fama & French's three-factor model. READ MORE