Essays about: "beta return"
Showing result 1 - 5 of 55 essays containing the words beta return.
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1. By Vice or Virtue: Does it Pay Off to Sin During Market Downturns?
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This paper investigates sin stock characteristics through relative return performance compared to the global market index MSCI World, defining stock defensiveness towards market movements (i.e. recession resistance) and abnormal amounts of excess returns. READ MORE
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2. The Momentum Premium: An Intermediary Asset Pricing Perspective
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : We attempt to explain the momentum premium using time-varying risk under the frictions of financial intermediation. Our conditional CAPM model reveals positive covariation between momentum's beta and the expected market risk premium. READ MORE
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3. Differences in risk-adjusted return between conventional and sustainable funds : a study of the swedish fund market
University essay from SLU/Dept. of EconomicsAbstract : Sustainable investments have received increased interest all over the world amongst institutional and private investors. The number of funds investing in securities according to their ESG characteristics is a constantly growing part of the market. READ MORE
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4. MSCI Climate Paris Aligned Indices : A quantitative study comparing the performance of SR indices and their conventional benchmark indices
University essay from Umeå universitet/FöretagsekonomiAbstract : 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
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5. An Investment Approach Built on Systematic Risk : A performance analysis based on the characteristics of defensive and cyclical sectors on the Swedish stock market.
University essay from Jönköping University/IHH, NationalekonomiAbstract : This thesis investigates and compares the performance and characteristics of defensive and cyclical sectors on the Swedish stock market during 2003-2020 and the financial crisis in2007-2008, taking monthly price developments from nine sectors. The purpose is to examine the differences in sector performances based on the estimations of systematic risk. READ MORE