Essays about: "Global CAPM"

Showing result 16 - 20 of 20 essays containing the words Global CAPM.

  1. 16. Ethical Funds' Performance

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Ida Ottersten; Evelina Östholm; [2012-04-16]
    Keywords : Ethical fund; Mutual fund; Significance level; Sharpe ratio; Treynor ratio; CAPM; Single Index Model;

    Abstract : This thesis provides an explanation of how well ethical funds perform in relation to a suitable market index and it also evaluates which bank in Sweden has the best performing Swedish ethical fund as well as the best performing Global ethical fund, between 2008 and 2011. Furthermore, it investigates if the funds are significantly different from the market index or not, by a reliable statistical method. READ MORE

  3. 17. Comparing CAPM and APT in the Chinese Stock Market

    University essay from Företagsekonomi

    Author : Lina Zhang; Qian Li; [2012]
    Keywords : ln returns; CAPM; APT Model; Chinese Stock Market; SME Board; ChiNext Board;

    Abstract : As the stock market plays an important role in the global economy and Chinese economy become progressively significant part of the world economy, we are interested in the Chinese stock market. After we compared the methods on the stock market, we choose to use the CAPM and the APT model on Chinese stock market. READ MORE

  4. 18. Hitting a BRIC Wall : MIST countries becoming the new BRICs?

    University essay from Institutionen för samhällsvetenskaper

    Author : Emre Yilmaz; Shakir Husain; [2012]
    Keywords : Efficient Market Hypothesis; The Random Walk Theory; Portfolio Theory; Capital Asset Pricing Model CAPM ; BRIC; Next 11; MIST; Risk; Return; Growth.;

    Abstract : The purpose of this study is to examine a completely new phenomenon called the MIST, by two portfolios: the Goldman Sachs Next 11 equity fund, and the Goldman Sachs BRIC fund, in order to establish whether or not the MIST countries are a better investment decision in terms of risk, return and growth. Furthermore, the study examines in which form these emerging markets lies in terms of market efficiency, and if the random walk theory is present. READ MORE

  5. 19. Investment Study on Christie’ Chinese 20th Century Art

    University essay from Internationella Handelshögskolan

    Author : Linna Wei; Xichan Zhao; [2010]
    Keywords : Christie’s; Chinese 20th Century Art; CAPM; Art Market; Art Investment;

    Abstract : This thesis focuses on the blooming market of Chinese 20th Century Art. The study object is one category of Christie’s Auction house, Chinese 20th Century Art, before 2009. Eight artists’ auction results are selected to the dataset for the research. READ MORE

  6. 20. The New Swedish Beta: A Study of Single-Factor Domestic CAPM Mispricing by Swedish Industry

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Philip Trocmé; [2010]
    Keywords : cost of capital; single-factor CAPM; globalization;

    Abstract : This study investigates the implementation of the domestic and European single-factor capital asset pricing model in 8 of the largest industries in Sweden. The models are compared to the single-factor global CAPM model and the levels of mispricing are derived. READ MORE