Essays about: "Industrial portfolios"

Showing result 16 - 20 of 23 essays containing the words Industrial portfolios.

  1. 16. Risk and Return : A test of CAPM on the Swedish financials and industrials stock market before and after the financial crisis of 2008

    University essay from Umeå universitet/Företagsekonomi

    Author : Vincent Khajador; Nina Valtchanov; [2014]
    Keywords : ;

    Abstract : In hindsight one can often learn a valuable lesson or two. Looking back at the financial crisis of 2008, perhaps more than two lessons can be learned. The grave chock that occurred on the financial markets at the end of 2008 left the whole world questioning what had caused it. READ MORE

  3. 17. Power of E-Motion : Business Model Innovation for the Introduction of Electric Cars to China

    University essay from Högskolan i Halmstad/Centrum för innovations-, entreprenörskaps- och lärandeforskning (CIEL)

    Author : Tobias Abt; Fabian Erath; [2014]
    Keywords : Business Model; Business Model Innovation; E - Cars; Sustainable Technologies; Automobile Industry China;

    Abstract : E-Cars challenge prevailing business practices, especially in industrial sectors that heavily depend on the use of fossil fuels such as the automobile industry. The sustainable powertrain has to fight against prejudices towards a lack of performance, long charging times, the fear of too short driving ranges and a long list of other concerns. READ MORE

  4. 18. Fama and French Model VS. CAPM: Procyclical Stocks

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Ljupco Kocarev; Corina Budianschi; [2013]
    Keywords : Industrial Production Index; CAPM; Fama-MacBeth; Fama and French; Cross-Sectional Regression; Countercyclical; Procyclical; Book-to-Market ratio; Market Capitalization; UK; crisis; business cycle; model; Business and Economics;

    Abstract : The purpose of this paper is to examine whether Fama and French multi-factor model have indicative explanatory power over the CAPM to the excess returns of the 55 pro-cyclical, publicly owned companies from the UK and if so then to determine which risk factors from the model are significant in explaining the excess returns. We collect the necessary data and form portfolios according to the stocks’ excess returns sensitivity to the IPI after which a set of regressions are run in order to determine whether the variations in the portfolios can be explained by the Fama and French factors. READ MORE

  5. 19. Can industries predict the stock market in China?

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Chun Pan; Tian Qiu; [2012]
    Keywords : Asset pricing; Industrial portfolios; Gradual information diffusion; Return predictability; Chinese stock market;

    Abstract : In the thesis we investigate the return predictabilities of ten industry portfolios on the Chinese stock market as well as intra and inter industry predictabilities. We find a number of industry returns, including energy, telecommunication services and financials are able to predict the market up to three days. READ MORE

  6. 20. Within Real Estate Diversification and Investment strategies

    University essay from KTH/Fastigheter och byggande

    Author : Anna-Viktoria Lind; [2012]
    Keywords : Diversification; real estate; investment strategy;

    Abstract : The efficient portfolios for the period 1993 – 2010 based on IPD data have a major portfolio weight in residential properties in the three largest regions Stockholm, Gothenburg and Malmo. The portfolio with the highest risk adjusted return (measured as the highest Sharpe-ratio) combines a large portfolio weight in residential properties with a small weight in industrial properties. READ MORE