Essays about: "Capital Asset Pricing Model"

Showing result 6 - 10 of 105 essays containing the words Capital Asset Pricing Model.

1. 6. Asset Pricing in Different Periods of Stock Market Volatility : The Varied Effectiveness of Carhart's Four-Factor Model in the Swedish Market

   University essay from Umeå universitet/Företagsekonomi

   Author : Robin Munkhammar; Svensson Hampus; [2023]
   Keywords : Capital Asset Pricing Models; Carhart Four-Factor Model; Swedish Stock Market Volatility;

   Abstract : Investing in the Swedish stock market has over time proven to be an effective way to increase wealth. Nationally speaking, Sweden’s population is also one of the best in the world at investing their savings. Four out of five swedes invest at least some part of their private savings into mutual funds which approximately amounts to 8. READ MORE

3. 7. Economic Policy Uncertainty and Stock Market Performance: The Role of CSR

   University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

   Author : Albin Hammarberg; Victor Möller; [2023]
   Keywords : Economic Policy Uncertainty; Corporate Social Responsibility; Capital Asset Pricing Model; Fama French Three Factor Model; Stock Market Returns;

   Abstract : This research study aims to examine the association between economic policy uncertainty (EPU) and stock market performance, and to investigate whether corporate social responsibility (CSR) has an impact on this relationship. The dataset used in this study comprises firms listed on the S&P 500 index from 2013 to 2022 and is applied on two models, the Capital Asset Pricing Model and Fama French Three Factor Model. READ MORE

4. 8. Do ESG investors pay a price for doing good - A matched pair analysis of the Swedish fund market.

   University essay from

   Author : Edvin Andersson; Albin Dahlin; Morgan Thisted; [2022-07-11]
   Keywords : ESG; sustainability; Sweden; ESG funds; conventional funds; financial performance; matched pair analysis;

   Abstract : In this thesis we examine the financial performance of Swedish mutual equity funds. We look at differences between sustainable, defined as ESG, and conventional funds. The financial performance is examined using the Capital Asset Pricing Model, the Fama-French three-factor model and Carhart’s four-factor model. READ MORE

5. 9. The Low Volatility Anomaly in Sweden and its Presence During the Covid-19 Pandemic

   University essay from Göteborgs universitet/Företagsekonomiska institutionen

   Author : Felicia Ekener; Albin Friedrichsen; [2022-06-30]
   Keywords : Risk; Low volatility anomaly; Covid-19; Capital Asset Pricing Model.;

   Abstract : Investing in the stock market has interested people for a long time as the hope to generate high returns has been an incentive to risk one’s money. From this argumentation has a general relationship between risk-and-return been created. READ MORE

6. 10. How to choose green?

   University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Author : Adrian Thureborn; Jakob Ödman; [2022-02-28]
   Keywords : ;

   Abstract : This paper investigates if there is any difference between active managed funds and passive managed funds in regard to their risk-adjusted return. The thesis focuses on Swedish sustainable funds that invest in accordance with the ESG (environmental, governance and social) criteria during the time period 2011-2021. READ MORE