Essays about: "Factor Investing"

Showing result 1 - 5 of 139 essays containing the words Factor Investing.

  1. 1. Exploring the relationship between ESG and portfolio performance during times of crisis : a study of the Russia-Ukraine war

    University essay from Stockholms universitet/Finansiering

    Author : Saraj Huq; Tiia Erika Jutila; Oscar Sameland; [2022]
    Keywords : ESG Portfolios; Abnormal Returns; Europe; Fama-French three-factor model; CAPM; ESG; Socially Responsible Investing; CSR; Refinitiv Eikon; Russia-Ukraine war; Russian-Ukrainian war; Russo-Ukrainian war; Crisis;

    Abstract : This thesis explores the relationship between Environmental, Social, and Governance (ESG) ratings and portfolio performance in terms of risk-adjusted returns and volatility during times of crisis. A sample of 761 European public companies with a market capitalisation of at least 300 million euros are divided into high and low ESG portfolios based on their ratings. READ MORE

  2. 2. Value Investing on the 21st Century Swedish Stock Market

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Ibou Traore; Jonathan Findin; [2022]
    Keywords : Value investing; Fundamental analysis; Efficient markets; Investment strategy; Information; V P; Fscore; Värdeinvestering; Fundamental analys; Effektiva marknader; Investeringsstrategi; Information; V P; Fscore;

    Abstract : Does value investing work on the 21-st century Swedish stock market? We examine the performances of the FScore strategy (Piotroski 2000), the V/P strategy (Frankel and Lee 1998), and a combination of these (Li and Mohanram 2019) on the Swedish stock market between 2000-2020. We find that they produce significant and substantial average raw returns during the period, much above the total return of a comparable market index. READ MORE

  3. 3. ESG Portfolios in Different Markets - Investigating the Relationship Between ESG Performance and Financial Performance

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Ludwig Wolff; [2022]
    Keywords : ESG Portfolios; Abnormal Returns; Carhart Four-Factor Model; U.S; Europe; Emerging markets; Business and Economics;

    Abstract : By applying one of the largest datasets on ESG ratings to date with around 8000 companies included during the sample period between 2006-2021. This paper investigates the increasingly popular link between firms’ social and financial performance and the potential abnormal returns to be found using ESG investment strategies. READ MORE

  4. 4. Developing the Impact Measurement and Management process of Swedish University Holding Companies

    University essay from Uppsala universitet/Institutionen för samhällsbyggnad och industriell teknik

    Author : Jacob Ekholm; Alexander Landberg Salomonsson; [2022]
    Keywords : impact measurement; sustainability metrics; sustainable investing; university holding company; venture capital;

    Abstract : Global sustainability challenges are becoming increasingly more severe and the deadline for the Sustainable Development Goals (SDGs) set in Agenda 2030 is approaching rapidly. Venture capital investments in sustainable start-up businesses is considered to be a key success factor for a long-term sustainable development across the globe. READ MORE

  5. 5. Behavioral Patterns of Sweden ́s Millennials in Their Investment Activities for Fintech Product Development : An Empirical Study of Millennial Consumers in Sweden

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Asmik Arakelian; Kira Zhukova; [2022]
    Keywords : Fintech; Personal Investing; Personal Savings; Behavioural Research; Product Development; Fintech; Personlig Investering; Personligt Sparande; Beteendeforskning; Produktutveckling;

    Abstract : With the development of technologies, as well as the introduction of new regulations, the banking sector is facing increasing competition from Fintech startups and companies. This weakens the monopoly of banks on financial services, which can now be provided by various kinds of companies. READ MORE