Essays about: "carhart four-Factor Model"

Showing result 21 - 25 of 66 essays containing the words carhart four-Factor Model.

  1. 21. Are Women the Real Alpha Males? Gender differences through the lense of performance and risk in the Swedish mutual fund industry

    University essay from Göteborgs universitet/Graduate School

    Author : Albin Helgesson; Clara Lindblad; [2020-07-01]
    Keywords : Mutual Funds; Gender Differences; Risk Behavior; Performance;

    Abstract : This master thesis examines gender differences between Swedish mutual fund managers concerning fund performance and risk behavior. The examined period extends from January 2015 to December 2019 and the data consist of 421 mutual equity funds of which 17% are mutual funds’ managed by females. READ MORE

  3. 22. The difference in risk adjusted performance between socially responsible and conventional equity mutual funds - Evidence from Sweden

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Sebastian Alm; Otilia Esping; [2020-07-01]
    Keywords : ;

    Abstract : This thesis aims to study the difference in risk-adjusted performance between socially responsible (SR) and conventional equity mutual funds from a Swedish perspective. The study uses mutual fund data from the time-period January 2010 to January 2020. READ MORE

  4. 23. Feeling the Heat of Climate Change - How Sensitive Could It Be? 

    University essay from

    Author : Gustav Kollberg; John Skantze; [2020-06-29]
    Keywords : Climate Sensitivity; Predictability of Stock Returns; Temperature Anomaly; Fama French Three-Factor Model; Carhart Four-Factor Model;

    Abstract : This thesis examines if climate sensitivity predicts stock returns and how well this measurement performs. The sample consists of the S&P 500 and the monthly stock return for the period between 1979 to 2019. The method is first to estimate the climate sensitivity for stock returns from temperature anomaly. READ MORE

  5. 24. Mutual Fund Performance : An analysis of determinants of risk-adjusted performance for mutual equity funds available for Swedish investors

    University essay from Umeå universitet/Företagsekonomi

    Author : Sandra Carlsson; Erica Eikner; [2020]
    Keywords : Mutual equity funds; risk-adjusted performance; Total Expense Ratio; fund characteristics; Swedish investors; Efficient Market Hypothesis; Carhart four factor model; Sweden;

    Abstract : The mutual fund industry in Sweden has grown rapidly over the past years. Research has been made on the topic for over 50 years, however there are still uncertainties about the determinants of fund performance. READ MORE

  6. 25. Is there a Swedish Size Effect? Controlling for Quality

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Vincent Hansson; Pontus Angvald Westesson; [2020]
    Keywords : Sweden; Quality minus junk; Size premium; SMB; Carhart four-factor model;

    Abstract : Whether size affects a firm's expected return or not has been widely disputed in asset pricing literature. However, recent evidence suggests there is a size premium in the United States. Despite this, whether a size effect exists or not remains unclear in many countries, for example in Sweden. READ MORE