Essays about: "Equity risk premium"

Showing result 16 - 20 of 46 essays containing the words Equity risk premium.

  1. 16. Evaluating the Risk Premium in the Cross-Section of Commodity Futures

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Oliwer Berglund; Martin Rabe Gundersen; [2018]
    Keywords : Commodity Futures; Risk Premium; Asset Pricing Models; Fama-MacBeth; Specific Factors.; Business and Economics;

    Abstract : Departing from the increased interest in and beneficial characteristics of investments in commodity futures evident in the literature. This paper evaluates the existence of factors that may explain the cross-section of commodity futures through macro, equity and commodity specific factors. READ MORE

  3. 17. Buyout Activity and the Equity Risk Premium - Evidence from the U.K.

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Dag Häckner Posse; Richard Sundin; [2018]
    Keywords : Private Equity; Buyout Activity; LBO; Equity Risk Premium; cay;

    Abstract : We study the relationship between the aggregate risk premium, public-to-private leveraged buyout(LBO) activity, and target betas in the U.K. following recent literature covering the topic in a U.S. READ MORE

  4. 18. On fees and performance in the premium pension system : A study of the determinants of mutual fund fee and risk-adjusted return within the Swedish premium pension system

    University essay from Umeå universitet/Företagsekonomi

    Author : Hanna Larsson; Daniel Gustafsson; [2017]
    Keywords : pension; fee; size; performance; active management;

    Abstract : Pension is a subject that soon or later affects all individuals in society. Within the premium pension system mutual fund fees are an important factor to consider since it can erode savings. This study investigates fees and performance of all mutual funds that existed in the premium pension system (PPS) between 2004 and 2016. READ MORE

  5. 19. 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

  6. 20. Fixed Income Modeling

    University essay from KTH/Matematisk statistik

    Author : Othmane Chaqchaq; [2017]
    Keywords : ;

    Abstract : Besides financial analysis, quantitative tools play a major role in asset management. By managing the aggregation of large amount of historical and prospective data on different asset classes, it can give portfolio allocation solution with respect to risk and regulatory constraints. READ MORE