Essays about: "Five-factor model"

Showing result 21 - 25 of 79 essays containing the words Five-factor model.

  1. 21. The Fama-French Asset Pricing Models: Emerging Markets

    University essay from Uppsala universitet/Nationalekonomiska institutionen

    Author : Henrik Claesson; [2021]
    Keywords : ;

    Abstract : The purpose of this thesis is to evaluate the performance of the Fama-French Three-factor, Five-factor and Six-factormodel using stock market returns from the emerging markets. The sample has been retrieved from the Kenneth R. French Data Library and contains data from 26 countries covering July 1992 to July 2021. READ MORE

  3. 22. A heteroscedastic volatility model with Fama and French risk factors for portfolio returns in Japan

    University essay from Stockholms universitet/Statistiska institutionen

    Author : Edvin Wallin; Timothy Chapman; [2021]
    Keywords : Heteroscedasticity; GARCH 1; 1 ; ARMA p; q ; Skewed student s t-distribution; Regression; Fama and French Five-factor model;

    Abstract : This thesis has used the Fama and French five-factor model (FF5M) and proposed an alternative model. The proposed model is named the Fama and French five-factor heteroscedastic student's model (FF5HSM). The model utilises an ARMA model for the returns with the FF5M factors incorporated and a GARCH(1,1) model for the volatility. READ MORE

  4. 23. In search for the perfect KAM manager : Exploring both the buyer´s and the supplier’s view of valued personality traits in a KAM manager

    University essay from Jönköping University/Internationella Handelshögskolan

    Author : Erika Villumsen; Jennifer Laurits; [2021]
    Keywords : Key Account Management; Relationship marketing; Five-Factor Model;

    Abstract : Background: KAM has received a lot of attention over the last decade, where organizations acknowledge the benefits, and choose to implement KAM programs within their companies. Research shows that the individual in a KAM manager role has a huge impact on the outcomes of KAM, crucially responsible for the relationships with the key accounts. READ MORE

  5. 24. Is there a performance trade-off by choosing sustainable?

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Laban Blosse; Erik Montelius; [2021]
    Keywords : ESG; Fund performance; Greenwashing; Portfolio analysis; Sustainability; Business and Economics;

    Abstract : This paper investigates the performance differences between sustainable and unsustainable funds, measured by ESG rating, over the time period of January 2006 to December 2020 on OMX Stockholm. It also sheds light on the performance differences between unsustainable funds and unsustainable funds claiming to be sustainable, i.e. greenwashers. READ MORE

  6. 25. Personality, Fields of Research and Job Satisfaction : Evidence from a Swedish University

    University essay from Luleå tekniska universitet/Institutionen för hälsa, lärande och teknik

    Author : Felix Knutas; [2021]
    Keywords : Personality traits; FFM; SIJS; Research Areas; Job Satisfaction;

    Abstract : With the introduction of personality research, occupational and job satisfaction research has advanced in scale. Evidence from studies within Personality Trait and Work Psychology research strongly suggests there to be connections between not only Neuroticism and job satisfaction rates, but that personality traits also seem to be unevenly distributed across occupations. READ MORE