Essays about: "Survivorship Bias"
Showing result 1 - 5 of 14 essays containing the words Survivorship Bias.
-
1. Att vara undantaget : om invandrares företagande i de gröna näringarna
University essay from SLU/Dept. of Urban and Rural DevelopmentAbstract : Fältet ”grön integration” växer i Sverige, inom vilket flertalet aktörer driver olika integrationsprojekt. Detta i en näring med endast ca 150 företagare födda utanför EU. READ MORE
-
2. Backtesting the Magic Formula in the Brazilian Stock Market
University essay from Göteborgs universitet/Graduate SchoolAbstract : This thesis performs a backtest of the Magic Formula for the Brazilian stock market in the period between 2006 and 2015. The Magic Formula methodology is a stock picking strategy that combines Return on Capital and Earnings Yield factors in a ranking system aiming to outperform the market average. READ MORE
-
3. How does the market structure in a banking sector affect bank profitability during a financial crisis?
University essay fromAbstract : This thesis studies how profitability in both emerging and advanced economies is affected by market structure in a financial crisis. The country sample from Mirzaei, Moore, & Liu (2013) is used with a similar methodology, with the distinct difference of using all banks rather than simply active banks, to enable a comparison to the time period 1999-2008. READ MORE
-
4. The Low Risk Anomaly Evidence from Sweden
University essay from Göteborgs universitet/Graduate SchoolAbstract : This paper finds that the low risk anomaly is present on NASDAQ OMX Stockholm during January 2005 until December 2014. The result has been produced with a survivorship bias-free sample, consisting of 25 108 firm-month observations in total. READ MORE
-
5. Good For Goodness Sake? An evaluation of the performance of ethical funds in Sweden
University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomiAbstract : Using a survivorship-bias free dataset, the fund performance and market timing of 95 Swedish ethical mutual funds and 237 conventional mutual funds between 2004 and 2014 is compared in order to investigate if there is an additional cost associated with ethical investments. For the evaluation of fund performance the CAPM single-index model as well as the Carhart (1997) 4-factor model is applied. READ MORE