Essays about: "Capital Asset Pricing Model"

Showing result 41 - 45 of 105 essays containing the words Capital Asset Pricing Model.

1. 41. The influence of real estate price fluctuations on real estate stocks : An analysis of Swedish asset classes

   University essay from Högskolan i Jönköping/IHH, Nationalekonomi

   Author : Jesper Jonasson; Tobias Rosén; [2019]
   Keywords : Real estate; Real estate stocks; Stock market; Supply and Demand; Interest rate; Capital Asset Pricing Model;

   Abstract : With background to recent price growth in Swedish real estate and consequently real estate stocks, our aim is to examine the relationship between real estate price development and real estate stock price development. To test our hypothesis, that real estate price development have had an impact on the return of real estate stocks, we built a capital asset pricing model. READ MORE

3. 42. MODELING CAPITAL ASSET RETURNS ON THE SWEDISH STOCK MARKET - An evaluation of Fama French’s Five Factor Model against its predecessors

   University essay from Lunds universitet/Statistiska institutionen

   Author : Kristoffer Bergram; Ludvig Göransson; [2019]
   Keywords : asset pricing modeling; time series regression; statistics; Fama French Five Factor model; Carhart Four Factor model; Fama French Three Factor model; Swedish stock market; portfolio theory; behavioral economics; Mathematics and Statistics; Business and Economics;

   Abstract : This thesis compared the explanatory rate of three asset pricing models related to excess returns on the Swedish stock market. A more granular evaluation of each model’s factors was also conducted. A random sample of 90 companies was drawn from the Stockholm Stock Exchange (N = 371) using a Blomberg terminal. READ MORE

4. 43. Keen for Green - A Study of Pricing in the Secondary Green Bond Market

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Rickard Anderkrans; Patrik Johannesson; [2019]
   Keywords : Green bonds; Panel data; Issuer fixed effects regression; Capital asset pricing model; Investor preference; Business and Economics;

   Abstract : The emerging green bond market is a novel research area with only a few studies being published in recent years. The increase in interest from issuers, investors, and academia shows the clear need for further investigation of the pricing dynamics affecting the green bond market. READ MORE

5. 44. The Systematic Risk of Green Bonds

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Janina Viebrock; Hanna Brännström; [2019]
   Keywords : Risk-Adjusted Returns; Systematic Risk; Green Bonds; Asset Pricing Models; Fama- French Factors; Portfolio Performance Evaluation; Business and Economics;

   Abstract : This paper evaluates the profitability of adding green bonds to a portfolio consisting of stocks and conventional bonds. To determine the profitability, ten portfolios with varying weights on green bonds, conventional bonds and stocks, are constructed. READ MORE

6. 45. Sustainable Mutual Funds and Investor Behavior: A Study on Swedish Sustainable Mutual Equity Funds

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Oliver Odeback; Adam Landberg; [2019]
   Keywords : Sustainability; Socially Responsible Investment; Sustainable Funds; Performance; Fund Flow;

   Abstract : In this thesis, we examine the financial performance, the performance-sensitivity of investors, and the volatility of investor fund flow of Swedish sustainable mutual equity funds. To analyze the financial performance of the funds, we use the Capital Asset Pricing Model, the Fama-French three-factor model and Carhart's four-factor model, and to assess the difference in financial return between sustainable and conventional funds, we include a dummy variable. READ MORE