Essays about: "Sharpe-Ratio Hypothesis Test"
Showing result 1 - 5 of 7 essays containing the words Sharpe-Ratio Hypothesis Test.
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1. The value of a good deed; ESG-scores and returns in the Nordic stock markets
University essay fromAbstract : This paper seeks to answer which effect ESG-scores have on risk-adjusted returns for stocks listed on Nordic stock markets. To answer this, we create five null hypotheses and use unequal variance t-tests to determine if the hypotheses can be rejected. READ MORE
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2. MSCI Climate Paris Aligned Indices : A quantitative study comparing the performance of SR indices and their conventional benchmark indices
University essay from Umeå universitet/FöretagsekonomiAbstract : There is no clear consensus about whether green investments perform better, worse orequal to conventional brown investments. With the rising popularity of socialinvestments, it becomes increasingly important to understand these investments. READ MORE
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3. The ROIC Over WACC Measurement
University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringAbstract : McKinsey and Koller et al. (2020) argue that value creation in a company stems from earning a Return on Invested Capital (ROIC) above the Weighted Average Cost of Capital (WACC). This study investigates whether a high ROIC minus WACC measurement is associated with abnormal returns on the OMX Stockholm Large Cap. READ MORE
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4. Growth and Momentum - Rich and Richer : -A study on momentum and growth on the automotive Frankfurt stock market
University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)Abstract : Active management funds are associated with higher transaction costs, which is something that has been acknowledged for a long time. The question is whether these costs can compensate with a higher return. This paper investigates how two active strategies, momentum and growth investing, have performed in relation to a passive index. READ MORE
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5. The efficiency of financial markets : A dual momentum trading strategy on the Swedish stock market
University essay from Umeå universitet/NationalekonomiAbstract : An interesting topic in the financial world is whether the markets are efficient or if the deviate from a random walk. There have been numerous studies on this topic, investigating if technical trading strategies can be used to create excess returns in the stock market. READ MORE