Essays about: "Marcus Einstulen"

Found 1 essay containing the words Marcus Einstulen.

  1. 1. The Size and Value effect of The Fama and French Three Factor Model. Do the variables remain meaningful or redundant? Evidence from the Swedish Stock market 2007-2016

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Marcus Einstulen; [2021]
    Keywords : Asset Pricing Model; Capital Asset Pricing Model; Fama and French Three Factor Model; Portfolio Theory; Swedish Stock Market; Regressions; Students t-test; Business and Economics;

    Abstract : This thesis compared the explanatory power on excess return between the Capital Asset Pricing Model and the Fama and French Three Factor Model on the Swedish Market. Fur- thermore, an evaluation of the independent variables included in the Fama and French Three Factor Model was done. READ MORE