Essays about: "Carhart’s Four Factor Model"

Showing result 1 - 5 of 9 essays containing the words Carhart’s Four Factor Model.

1. 1. 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. 2. Is there a trade-off between economic return and ESG rating? 

   University essay from

   Author : Anton Bornlid; Eriksson Alexander; [2022-07-01]
   Keywords : Carhart s Four Factor Model; ESG; Risk-adjusted return; Sweden;

   Abstract : ESG scores have during the last 15 years been used to categorize firms by rating according to environmental, social and governance aspects. Earlier research looking at performance and ESG indicates various results for different markets, publishing dates and time frames. READ MORE

4. 3. Morningstar Ratings, Mutual Fund Flows and Performance : Investigating the Swedish Domestic Fund Market

   University essay from KTH/Skolan för industriell teknik och management (ITM)

   Author : DAVID OHLSSON; [2021]
   Keywords : Morningstar Ratings; Mutual Funds; Fund Flows; Performance; Four-Factor Alpha; Sharpe Ratio; Morningstar Ratings; Fonder; Fondflöden; Prestanda; Carharts Alfa; Alfa; Sharpekvot;

   Abstract : Morningstar ratings are a popular way for investors to compare mutual funds. This thesis focuses on Swedish domestic equity funds. The relation of Morningstar ratings and fund flows was studied. Additionally, the short-term performance predictability using star ratings was investigated. READ MORE

5. 4. Empirical Study on the Performance of Hedge Funds in China

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Weiwei Zhang; [2020]
   Keywords : Hedge funds; China; Performance; Persistence; Uncertainty;

   Abstract : China is one of the most popular emerging markets, and the fund management industry has experienced rapid growth during the past decade, especially private funds. Although the regulatory regimes were underdeveloped at first, the government realized that it was important to improve the related regulation to address this problem. READ MORE

6. 5. 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