Essays about: "Asset pricing"

Showing result 1 - 5 of 206 essays containing the words Asset pricing.

  1. 1. THE REAL ECONOMIC EFFECTS OF MONETARY POLICY: CONSIDERING ASSET PRICES AND HOUSEHOLD DEBT

    University essay from Göteborgs universitet/Graduate School

    Author : ERIK THORDENBERG; [2019-10-21]
    Keywords : MONETARY POLICY; ASSET PRICES; DEBT CHANNEL; CONSUMPTION WEALTH CHANNEL;

    Abstract : MSc in Economics.... READ MORE

  2. 2. Green Bonds: A Study on Expected Returns and Liquidity Effects

    University essay from Göteborgs universitet/Graduate School

    Author : Carl-Anton Bryngelsson; Anton Gavin; [2019-08-08]
    Keywords : Green bonds; Liquidity; Bid-Ask Spread; Fixed income; Expected return; Asset pricing; Bond pricing;

    Abstract : MSc in Accounting and Financial Management.... READ MORE

  3. 3. Testing the Performance of the Capital Asset Pricing Model and the Fama-French Three-Factor Model - A study on the Swedish Stock Market between 2014-2019

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Frida Gustafsson; Robert Gustavsson; [2019-07-12]
    Keywords : ;

    Abstract : The returns of potential investments are interesting for every investor. In this thesis we compared two financial models that are often used to predict expected returns of portfolios with different financial instruments. READ MORE

  4. 4. Performance of Asset Pricing Models in the Nordic Stock Markets

    University essay from Göteborgs universitet/Graduate School

    Author : Jonas Olsson; [2019-07-02]
    Keywords : ;

    Abstract : MSc in Finance.... READ MORE

  5. 5. An Empirical Study of CAPM, the Fama-French three-factor and the Fama-French five-factor Model - A Study Performed on the Swedish Stock Market.

    University essay from

    Author : Felix Ljungström; Sebastian Nilsson; [2019-06-26]
    Keywords : CAPM; Fama-French; Asset pricing; Swedish Stock Market;

    Abstract : This thesis aims to add further research about the Fama-French five-factor model and its ability to explain average returns on the Swedish Stock Market. Additionally, the study also investigates and compares the performance of CAPM, the Fama-French three-factor model and the Fama-French five-factor model. READ MORE