Essays about: "Conditional Beta Analysis"

Found 2 essays containing the words Conditional Beta Analysis.

1. 1. Catch-Up with Me if You Can: An empirical analysis of convergence of carbon emission intensity in the EU power sector

   University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Author : Karl Sundblad; Sean Tay; [2019]
   Keywords : carbon emission intensity; EU power sector; stochastic convergence; beta-convergence; environmental economics;

   Abstract : The anthropogenic impact on climate change is discernible and the power sector is known to be one of the main contributors of greenhouse gas emissions. This thesis takes a cross-country sectoral approach with the overall objective of analyzing convergence of carbon emission intensity in electricity generation across the power sectors in the EU. READ MORE

3. 2. Price is What You Pay, Value is What You Get - Dissecting the Quality Anomaly in US Equity Returns

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Filip Düsing; Erik Ivarsson; [2017]
   Keywords : Factor Investing; Quality Factor; Quality Screen; Cross Sectional Regression; Conditional Beta Analysis; Selection Bias; Business and Economics;

   Abstract : The purpose of the thesis relates to the Quality anomaly observed in the US equity market, where stocks with Quality characteristics tend to outperform and have higher risk adjusted returns. By dissecting the Quality anomaly, the thesis aims to analyze the drivers of the over performance of Quality and investigate the presence of a systematic Quality premium. READ MORE