Essays about: "Telo Johar"

Found 2 essays containing the words Telo Johar.

  1. 1. How Do Unexpected Changes in Interest Rates Explain the Variation of Excess Return: Testing an Extended Fama–French Five-Factor Model on the Swedish Stock Market

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Telo Johar; [2023]
    Keywords : Fama-French five-factor model; excess return; Swedish stock market; Fama-French five-factor model; överavkastning; svenska aktiemarknaden;

    Abstract : In the realm of asset pricing models, the Fama-French five-factor model has become a foundational framework for explaining the variation of excess stock returns. However, as financial markets continue to evolve, there arises a need to explore potential extensions to capture additional sources of risk and return. READ MORE

  3. 2. Examining the Factors that Impact the Discount to Net Asset Value and the Difference in Discount between Different Investment Companies

    University essay from KTH/Matematisk statistik

    Author : Telo Johar; Amin Klai; [2019]
    Keywords : Discount to net asset value; investment company; regression analysis; Substansrabatt; investmentbolag; regressionsanalys;

    Abstract : A discount to the net asset value of Swedish investment companies is something that have existed for decades and a general explanation for the cause have not been found. The aim of this thesis is to find the the factors that impact the discount to net asset value of Swedish investment companies. READ MORE