Essays about: "APT"

Showing result 1 - 5 of 38 essays containing the word APT.

  1. 1. Arbitrage Pricing Theory: A study on the Stockholm Stock

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Richard Johansson; Pierre Petersson; [2019-03-01]
    Keywords : Arbitrage Pricing Theory; APT; Stockholm Stock Exchange; Macroeconomic Factors; Multi Factor Model;

    Abstract : This thesis investigates the macroeconomic factors that affect the returns on the different portfolios in Stockholm Stock Exchange by using Arbitrage Pricing Theory (Stephen Ross 1976). We use the portfolios of Large Cap, Mid Cap, Small Cap, and All Caps. Specifically, multiple index model is used. The sample period is 2012-2017. READ MORE

  2. 2. A Versatile Group of Molecules, Can Defensins Make an Impact in Medicine?

    University essay from Linköpings universitet/Institutionen för fysik, kemi och biologi

    Author : Filip Fors; [2019]
    Keywords : Defensin Therapy Biomarker Antiviral Wound Treatment;

    Abstract : Antimicrobial peptides are an ancient form of innate defense and is present in all ways of life. In humans they are present as cathelicidins and defensins. Both are important for the immune system and they exhibit activity against viruses, bacteria and fungi. READ MORE

  3. 3. INVESTIGATING THE VALUE PREMIUM IN THE SWEDISH STOCK MARKET

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Enes Ljuca; Björn van Dijkman; [2018]
    Keywords : Value premium; time-varying risk; APT; Sweden; Business and Economics;

    Abstract : nvestigating the Swedish stock market, we find value stocks to have significantly outperformed growth stocks during the period of 1993 to 2017. As value stocks are found to be riskier during bad states of the economy, the existence of the value premium can be partly attributed to time-varying risk. READ MORE

  4. 4. Justification and Moral Cognitivism : An Analysis of Jürgen Habermas's Metaethics

    University essay from Uppsala universitet/Teologiska institutionen

    Author : Johan Elfström; [2018]
    Keywords : Habermas; cognitivism; metaethics; justification; human rights; Habermas; kognitivism; metaetik; etisk teori; berättigande; mänskliga rättigheter;

    Abstract : In this thesis, I scrutinise and interpret Jürgen Habermas’s claim that justification of moral norms necessitates cognitivism. I do this by analysing the general idea behind his discourse theory of morality and then his metaethics. READ MORE

  5. 5. Factor Investing and Macroeconomic Risk

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Pascal Buehrig; [2018]
    Keywords : Factor Investing; Macroeconomic Risk; APT; CAPM; Fama French;

    Abstract : This thesis examines the influence of macroeconomic risk on simple investment strategies related to the well-known risk factors size, value and momentum. Based on a sample of 25,224 stocks from ten different countries, quarterly returns between 1999 and 2016 have been analyzed with fixed-effect regression models. READ MORE