Essays about: "Risk-adjusted rate of return"

Showing result 11 - 14 of 14 essays containing the words Risk-adjusted rate of return.

  1. 11. Value vs Growth Stocks : Do Value Stocks Outperform Growth Stocks? Stockholm Stock Markets, 1995-2009

    University essay from Institutionen för ekonomi och företagande

    Author : Gidi A Abadiga; Marcel Neibig; [2012]
    Keywords : ;

    Abstract : Denna studie undersöker om en investering i värdeaktier kan generera en bättre avkastning jämfört med en investering i tillväxtaktier. Historisk data för aktier som handlats på Stockholmsbörsen har sammanställts från diverse källor. Till exempel Börsguide och från databasen Thomson Reuters Ecowin Pro. READ MORE

  3. 12. Asset Allocation under Solvency II : The impact of Solvency II on the asset allocation of Swedish life insurance companies

    University essay from KTH/Industriell ekonomi och organisation (Inst.)

    Author : Carl-Emil Charpentier; Erik Allenius Somnell; [2012]
    Keywords : Solvency II; SCR; Life insurance; Asset allocation; Portfolio theory; Regulations; Solvens II; SCR; Livbolag; Tillgångsallokering; Portföljteori; Regleringar;

    Abstract : This thesis investigates the impact of Solvency II on the asset side of Swedish mutual life insurers. With the help of a quantitative analysis and a qualitative examination of our results we find that there will be a significant change in demand for certain products. READ MORE

  4. 13. Value Investment Strategy : Robustness test and application of Piotroski’s model in 4 different markets

    University essay from Handelshögskolan vid Umeå universitet (USBE)

    Author : Patrick Jiang; Robin Moén; [2012]
    Keywords : Piotroski; Value Investment; Efficient market Hypothesis;

    Abstract : Background A common goal for many investors is to beat the market. However, only a few are able to do so consistently over a long time. The random walk theory and the efficient market hypothesis are two widely accepted theories that state that it should not be possible to consistently generate abnormal returns in an efficient market. READ MORE

  5. 14. The Size Effect in a Valuation Context: A study on the relationship between firm size and risk adjusted return on the Swedish stock market

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Felix Bonnier; Alexander R. Forsgren; [2009]
    Keywords : Size; Return; CAPM; Valuation; Risk;

    Abstract : When valuing a company, practitioners commonly augment the discount rate with a size premium in order to compensate for small firms being riskier than large. Since a seemingly small addition can have a very large impact on firm value, it is of utmost importance to establish whether or not such an addition is applicable, and also to determine the level for this parameter. READ MORE