Essays about: "beta return"

Showing result 41 - 45 of 55 essays containing the words beta return.

  1. 41. A study of the risk-return relationship in the Swedish housing market: evidence from an H-CAPM model

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Adrian Imreorow; Oscar Schagerström; [2011]
    Keywords : housing capital asset pricing model; H-CAPM; housing market; house price returns; risk-return relationship;

    Abstract : This paper investigates the risk-return relationship in the Swedish housing market by testing a housing capital asset pricing model (H-CAPM). The model is applied on one- and two-dwelling houses for permanent living in 238 municipalities between 1982 and 2009. READ MORE

  3. 42. Sustainable Investment performance: investor's ethical dilemma : A comparative study of the US, UK and Eurozone sustainable and conventional indices

    University essay from Handelshögskolan vid Umeå universitet

    Author : Bénédicte Rocchia; Léo Béchet; [2011]
    Keywords : Socially Responsible Investments; Sustainable Indices; Performance; Risk; Beta; Return on Investment;

    Abstract : .... READ MORE

  4. 43. Do hedge fund investment strategies matter in hedge fund performance?

    University essay from Handelshögskolan vid Umeå universitet

    Author : Sarvar Samiev; Yaqian Wu; [2010]
    Keywords : ;

    Abstract : Our study aims at analyzing the performance of 1455 live hedge funds in the chosen timeframe from 2004 and 2010. Our work is of great importance both forindividual and institutional investor which finds alternative investments as aninvestment choice. By decomposing hedge funds into different strategies we implementour analysis. READ MORE

  5. 44. Illiquidity pricing and the drivers of market liquidity: Evidence from the Swedish market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Philip Lindqvist; Richard Du Rietz; [2010]
    Keywords : Liquidity; ILLIQ; Liquidity drivers;

    Abstract : This thesis has a twofold stock liquidity related purpose. The study is based on Amihud’s ILLIQ, an illiquidity measured defined as the average ratio of the daily absolute stock excess return to SEK volume. In Part I, we test the proposition that illiquidity is priced in the Swedish stock market. READ MORE

  6. 45. Base metals, a base for stock prices

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Erik Kärrlander; [2010]
    Keywords : Mining; multiple regression; stock return; metal; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Abstract : In this thesis we investigate three base metals’ price changes relationship with metals and mining companies’ stock return. A two-stage regression method is used with copper, nickel and zinc for eighteen companies. READ MORE