Essays about: "Bet against Beta factor"

Found 1 essay containing the words Bet against Beta factor.

  1. 1. Controversial Industries: does it pay to ignore social norms?

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : M.R.T.M. van Nuenen; [2018]
    Keywords : Sin stocks; Controversial Industries; Social norms; Fama-French Five-Factor Model; Carhart Model; Bet against Beta factor;

    Abstract : This paper investigates the impact of social norms on the performance and valuation of “controversial stocks”- publicly traded companies involved in the production of Adult Entertainment, Alcohol, Gambling, Nuclear Energy, Tobacco, Uranium, and Weapons. Their performance and valuation is directly compared with compare non-controversial stocks. READ MORE