Essays about: "Capital Asset Pricing Model"

Showing result 26 - 30 of 105 essays containing the words Capital Asset Pricing Model.

1. 26. Active fund management or passive index cruising?

   University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Author : Joel Johansson; Gustav Osbeck; [2020-08-07]
   Keywords : ;

   Abstract : How should an investor pick funds to invest in? What is the best strategy, picking active or passive funds? It’s hard to navigate the fund landscape when there is ambiguous evidence and advice coming from different directions. Do fund managers outperform the market and passive funds? Do they bring something extra of value to the table in regards to their high management fees? The question seems almost age-old at this point, from dart throwing monkeys outperforming high profile fund managers to famous investors proclaiming that active fund management is dead, it’s hard to know what is really true about active versus passive fund management. READ MORE

3. 27. Portfolio optimization using factor models

   University essay from Lunds universitet/Matematisk statistik

   Author : Ville Ekelund; [2020]
   Keywords : Mathematics and Statistics;

   Abstract : In this thesis model predictive control (MPC) is used to dynamically optimize a portfolio where data is sampled at the closing price. Previous research has shown that MPC optimization applied on financial data can yield a portfolio that exceeds the value of traditional portfolio strategies. READ MORE

4. 28. Shareiholder Wealth: An Event Study of Green and Non-Green Bond Issuance in Scandinavia

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Jonathan Bark; Melker Lundberg; [2020]
   Keywords : Green bonds; Conventional bonds; Event study; Cumulative Abnormal Returns; Capital Asset Pricing Model; Business and Economics;

   Abstract : The green bond market has grown immensely since 2013 and is projected to continue on this growth path in the future. There is no consensus surrounding the effect of green bonds on the issuing firms share price. READ MORE

5. 29. Irrational individuals and inefficient markets : A quantitative study of factors’ impact on individuals’ risk willingness

   University essay from Umeå universitet/Nationalekonomi

   Author : Tom Ekelund; [2020]
   Keywords : ;

   Abstract : While conventional academic finance highlights theories within modern portfolio theory such as the Capital Asset Pricing Model, the emerging field of behavioral finance tries to develop these theories by incorporating psychological elements into the equation. Furthermore, an extensively discussed phenomenon is individuals’ risk willingness. READ MORE

6. 30. Factor Premiums in Developing Stock Markets: Evidence from Nairobi Securities Exchange

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Agnes Lindvall; [2020]
   Keywords : Asset Pricing Models; Fama-French 5-factor Model; Nairobi Securities Exchange; Factor Premium; Business and Economics;

   Abstract : This study tests the Fama-French 5-factor asset pricing model in a developing stock market. The purpose is to investigate whether the size, value, profitability, and investment factor premiums exist in the Nairobi Securities Exchange (NSE). READ MORE