Essays about: "carhart four-Factor Model"
Showing result 6 - 10 of 66 essays containing the words carhart four-Factor Model.
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6. Asset Pricing in Different Periods of Stock Market Volatility : The Varied Effectiveness of Carhart's Four-Factor Model in the Swedish Market
University essay from Umeå universitet/FöretagsekonomiAbstract : Investing in the Swedish stock market has over time proven to be an effective way to increase wealth. Nationally speaking, Sweden’s population is also one of the best in the world at investing their savings. Four out of five swedes invest at least some part of their private savings into mutual funds which approximately amounts to 8. READ MORE
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7. Sustainable investing in the Nordics : A comparative analysis of ESG portfolios
University essay from Umeå universitet/FöretagsekonomiAbstract : Sustainability has become a pressing global issue due to environmental and social challenges caused by human activity which has led to a rise in sustainable investing, including ESG investing. Research on financial performance and sustainable investing have not only showed mixed results, but they are also generally conducted in greater markets such as the US, Europe, and Asia-pacific markets. READ MORE
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8. Predicting Equity Fund Returns: The Impact of the Momentum-Factor on Performance
University essay from KTH/Matematisk statistikAbstract : Momentum has been a persistent and robust factor in explaining excess future returns, generating great interest from investors and financial analysts. Following the financial crisis of 2008 and the Covid-19 pandemic, there have been instances of significant momentum crashes. READ MORE
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9. Do ESG investors pay a price for doing good - A matched pair analysis of the Swedish fund market.
University essay fromAbstract : In this thesis we examine the financial performance of Swedish mutual equity funds. We look at differences between sustainable, defined as ESG, and conventional funds. The financial performance is examined using the Capital Asset Pricing Model, the Fama-French three-factor model and Carhart’s four-factor model. READ MORE
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10. Is there a trade-off between economic return and ESG rating?
University essay fromAbstract : ESG scores have during the last 15 years been used to categorize firms by rating according to environmental, social and governance aspects. Earlier research looking at performance and ESG indicates various results for different markets, publishing dates and time frames. READ MORE