Essays about: "fjärde ap-fonden"

Found 1 essay containing the words fjärde ap-fonden.

  1. 1. Introduction of the Academic Factor Quality Minus Junk to a Commercial Factor Model and its Effect on the Explanatory Power. An OLS Regression on Stock Returns

    University essay from KTH/Matematisk statistik

    Author : Marit Annink; Rebecca Larsson; [2019]
    Keywords : Factor models; Risk models; Quality Minus Junk; Regression analysis; Bachelor thesis; Applied mathematics; Fjärde AP-Fonden; Explanatory Power.; Faktormodeller; Riskmodeller; Quality Minus Junk; Regressionsanalys; Kandidatexamensarbete; Tillämpad matematik; Fjärde AP-Fonden; Förklaringsgrad.;

    Abstract : The ability to predict stock returns is an ability many wish to possess, and in an accurate way as possible. For many years there has been an interest in the field of factor models explaining the returns, with the aim to increase the explanatory power. READ MORE