Essays about: "Capital Asset Pricing Model"

Showing result 36 - 40 of 105 essays containing the words Capital Asset Pricing Model.

1. 36. Green Bond Influence on Cumulative Abnormal Return in The Swedish Stock Market : A Study of Publicly Listed Swedish Construction and RealEstate Companies

   University essay from Jönköping University/IHH, Företagsekonomi

   Author : Emils Liepins; Oubari Abdulrahman; [2020]
   Keywords : CAR; Cumulative Abnormal Return; Swedish Stocks; Green Bonds; Bonds;

   Abstract : Addressing environmental issues has been a top priority in recent years all over the world. There are several options on how to address this problem also from a financial perspective. READ MORE

3. 37. On the relationship between green preferences and returns

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Ella Klynning; Cornelia Frick; [2020]
   Keywords : Green investing; Behavioural finance; Capital asset pricing model; Investor preference; Nonpecuniary preference; Business and Economics;

   Abstract : Abstract The care for the environment in investment situations is rising among different groups of investors, due to social and psychological factors. Existing studies on nonpecuniary preferences for the environment are focused on measuring the proportion of individuals with green agendas, whereas we focus on measuring also magnitudes, i.e. READ MORE

4. 38. “Smart Money” in a bear market? : Swedish active equity mutual funds’ ability to add value towards investors in the bear market Q1 2020

   University essay from Stockholms universitet/Företagsekonomiska institutionen

   Author : Mattias Löfvenberg; Simon Pålsson Högström; [2020]
   Keywords : ;

   Abstract : It is well-established by an abundance of previous empirical work presenting evidence that the average active equity mutual fund manager underperforms their benchmark net of expenses persistently over longer time-horizons. Active fund managers have the possibility to invest smart by forecasting the market and change their exposure to the market in regard of macroeconomic events to protect their portfolios violating the theory of an efficient market. READ MORE

5. 39. 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

6. 40. Performance Evaluation of Small- and Large-cap stocks - The importance of size effects on the Swedish equity market

   University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Author : Andreas Carlsson; Erik Hulth; [2019-02-20]
   Keywords : Performance Evaluation; Asset pricing; Size Effect; Sharpe Ratio; Treynor ratio; Jensen´s alpha; Risk-Adjusted Returns; Fama-French Three-Factor Model; Carhart Four-Factor Model; Multi-factor models; Single-factor model;

   Abstract : This Bachelor´s thesis investigated the performance of small-cap stocks and large-cap stocks on the Swedish equity market (NASDAQ OMX) over the years 2011 to 2016. A number of studies focused on asset pricing have during the last decades indicated that the original Capital Asset Pricing Model (CAPM) is misspecified and has limited power to explain cross-sectional and temporal variations in expected equity returns. READ MORE