Essays about: "factor models"

Showing result 1 - 5 of 604 essays containing the words factor models.

  1. 1. Does the sinner beat the saint? An empirical study of the Nordic stock market

    University essay from Göteborgs universitet/Graduate School

    Author : Jonathan Winberg; [2019-11-27]
    Keywords : Sin Stocks; Sin Stock Anomaly; Nordic Stock Market; Fama-French Three-Factor Model; CAPM; Asset Pricing Models; Portfolio Asset Management; OLS; Gambling; Tobacco; Alcohol; Weapons; Oil Gas; Self-Financing; Portfolio Strategy;

    Abstract : MSc in Finance.... READ MORE

  2. 2. Saltwater Intrusion in Fractured Crystalline Bedrock Aquifer. - A Case Study on Koster Islands, SW Sweden

    University essay from Göteborgs universitet/Institutionen för geovetenskaper

    Author : Sibhat Afewerki; [2019-10-30]
    Keywords : saltwater intrusion; fractured bedrock aquifers; DRASTIC; vulnerability mapping; Koster Islands; slatvattenintrång; Akvifer i uppsprucken berggrund; sårbarhetskartläggning; Kosteröarna;

    Abstract : Saltwater intrusion (SWI) is one of the significant threats in many coastal areas, mainly drivenby anthropogenic hazards (over-pumping) and climate change (sea level rise). So far, there havebeen extensive research and techniques to understand and minimize SWI. READ MORE

  3. 3. Testing the Performance of the Capital Asset Pricing Model and the Fama-French Three-Factor Model - A study on the Swedish Stock Market between 2014-2019

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Frida Gustafsson; Robert Gustavsson; [2019-07-12]
    Keywords : ;

    Abstract : The returns of potential investments are interesting for every investor. In this thesis we compared two financial models that are often used to predict expected returns of portfolios with different financial instruments. READ MORE

  4. 4. Modeling the evolution of market uncertainty- Hedge Fund returns and Volatility of Aggregate Volatility within a dynamic perspective

    University essay from Göteborgs universitet/Graduate School

    Author : Annalisa Caros; [2019-07-02]
    Keywords : ;

    Abstract : MSc in Finance.... READ MORE

  5. 5. Performance of Asset Pricing Models in the Nordic Stock Markets

    University essay from Göteborgs universitet/Graduate School

    Author : Jonas Olsson; [2019-07-02]
    Keywords : ;

    Abstract : MSc in Finance.... READ MORE