Essays about: "Consumer CAPM"

Found 3 essays containing the words Consumer CAPM.

1. 1. Does CSR Actually Hurt Profitability? A Study on the Impact of US Firms' Corporate Social Responsibility Performance on Accounting and Market Metrics of Financial Profitability

   University essay from Handelshögskolan i Stockholm/Institutionen för marknadsföring och strategi

   Author : Gian Luca Hedenström; Jacopo Breschi; [2022]
   Keywords : CSR; Corporate Financial Profitability; Accounting and Market Profitability; Stakeholder Theory; ESG;

   Abstract : Researchers have long investigated the relationship between firms' corporate social responsibility (CSR) performance and corporate financial performance (CFP) without reaching a consensus. Several scholars highlight the multiple economic benefits that firms increasing CSR performance can enjoy. READ MORE

3. 2. The Momentum Premium: An Intermediary Asset Pricing Perspective

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Simon Eliasson; David Öhlund; [2021]
   Keywords : Momentum; Intermediary Asset Pricing; Time-Varying Risk;

   Abstract : We attempt to explain the momentum premium using time-varying risk under the frictions of financial intermediation. Our conditional CAPM model reveals positive covariation between momentum's beta and the expected market risk premium. READ MORE

4. 3. B-Values : Risk Calculation for Axfood and Volvo Bottom up beta approach vs. CAPM beta

   University essay from Institutionen för teknik och samhälle

   Author : Divesh Ljungström; [2007]
   Keywords : CAPM; Jensen’s measure alpha; Security market line; Bottom-up Betas; Levered Beta; Unlevered Beta; Required return on Equity; Debt Equity ratio.;

   Abstract : The aim of this thesis is to study the risk for two Swedish companies, Axfood and Volvo. To test the required return on equity, a bottom-up beta approach and a CAPM regression beta are used. READ MORE