Essays about: "Using CAPM"

Showing result 21 - 25 of 89 essays containing the words Using CAPM.

1. 21. An Investment Approach Built on Systematic Risk : A performance analysis based on the characteristics of defensive and cyclical sectors on the Swedish stock market.

   University essay from Jönköping University/IHH, Nationalekonomi

   Author : Pontus Bardh; Jacob Haglund; [2021]
   Keywords : Defensive; Cyclical; Sectors; CAPM; Beta; Systematic risk; Alpha; Sharpe ratio; Performance; Stock market;

   Abstract : This thesis investigates and compares the performance and characteristics of defensive and cyclical sectors on the Swedish stock market during 2003-2020 and the financial crisis in2007-2008, taking monthly price developments from nine sectors. The purpose is to examine the differences in sector performances based on the estimations of systematic risk. READ MORE

3. 22. The impact of COVID-19 and lockdowns on the US semiconductor equity market : A time series analysis in a sensitive and important sector before and after a shock

   University essay from Södertörns högskola/Institutionen för samhällsvetenskaper

   Author : Steven Challita; Ahmed Omer Rasheed; [2021]
   Keywords : shortage; market; government; COVID-19; semiconductor; supply chain; industry; equity market; PHLX; SOX; S P 500; CAPM; EMH; behavioral finance; business cycles;

   Abstract : The purpose of this study is to investigate the effects of COVID-19 initial hit and the associated lockdowns effect on the semiconductor industry. The study emanates from factors of return on investment in the equity market using the CAPM model alongside the theories of EMH and behavioral finance. READ MORE

4. 23. Active versus Passive Investment : A China and Hong Kong comparison

   University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

   Author : Johanna Karlsson; Didrik Brinkestam Persson; [2020]
   Keywords : Active Investment; CAPM; China; Hong Kong; Index; Passive Investment;

   Abstract : Investors have been debating whether active or passive management is the better strategy for a very long time where the majority conclude passive investment the most beneficial strategy in terms of after cost. Due to limited research in emerging markets, this study examines whether active or passive management is the most remunerative strategy in mainland China and Hong Kong, considering the difference in attributes between the regions. READ MORE

5. 24. Portfolio optimization using factor models

   University essay from Lunds universitet/Matematisk statistik

   Author : Ville Ekelund; [2020]
   Keywords : Mathematics and Statistics;

   Abstract : In this thesis model predictive control (MPC) is used to dynamically optimize a portfolio where data is sampled at the closing price. Previous research has shown that MPC optimization applied on financial data can yield a portfolio that exceeds the value of traditional portfolio strategies. READ MORE

6. 25. Shareiholder Wealth: An Event Study of Green and Non-Green Bond Issuance in Scandinavia

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Jonathan Bark; Melker Lundberg; [2020]
   Keywords : Green bonds; Conventional bonds; Event study; Cumulative Abnormal Returns; Capital Asset Pricing Model; Business and Economics;

   Abstract : The green bond market has grown immensely since 2013 and is projected to continue on this growth path in the future. There is no consensus surrounding the effect of green bonds on the issuing firms share price. READ MORE