Essays about: "Capital Asset Pricing Model"
Showing result 21 - 25 of 105 essays containing the words Capital Asset Pricing Model.
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21. The Size and Value effect of The Fama and French Three Factor Model. Do the variables remain meaningful or redundant? Evidence from the Swedish Stock market 2007-2016
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This thesis compared the explanatory power on excess return between the Capital Asset Pricing Model and the Fama and French Three Factor Model on the Swedish Market. Fur- thermore, an evaluation of the independent variables included in the Fama and French Three Factor Model was done. READ MORE
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22. 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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23. Commercial forestland investments : a comparative analysis of ownership objectives
University essay from SLU/Dept. of Forest EconomicsAbstract : Since the early 1990s interest rates have been decreasing, which has led to lowered yield on traditional secure financial assets as bonds. It has resulted in a flow of capital in the financial market towards alternative investments in the search for yield beyond the stock market. READ MORE
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24. Swedish Mutual Fund Performance and Persistence
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This paper presents an overview of the Swedish mutual fund industry and investigates the prevalence of performance persistence using a sample of 139 funds during 2005 - 2020. The study is conducted using the Capital Asset Pricing Model for determining funds' alpha during a specific period, and analyses if an investment strategy based on past performance can consistently generate returns in excess of the market. READ MORE
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25. A European CSR study about the deviation of valuation
University essay from Umeå universitet/FöretagsekonomiAbstract : For the last decades, public authorities and private firms have emphasized their focus on integrating sustainability into corporate disclosure. The shift towards CSR instead of the traditional profit maximization narratives is evident in increased demand among various stakeholders for sustainability awareness. READ MORE