Essays about: "investor alpha"
Showing result 1 - 5 of 29 essays containing the words investor alpha.
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1. 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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2. Value investing and the interpretation of performance and risk
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : Historically, value investing strategies have been generally accepted by scholars to generate returns significantly above the market. However, if the risk-adjusted returns of these strategies are above the market remains an intense debate. READ MORE
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3. Skill, Scale and Investor Return in Established and Emerging Markets - An empirical study of equity mutual fund performance between markets with contrasting characteristics
University essay fromAbstract : In this report we empirically analyze the effects of returns to scale for equity mutual funds in the Nordic and Asian regions. We also investigate whether or not funds generate alpha (i.e., have skill). READ MORE
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4. Negative Screening : an analysis of the cost or benefit related to screening on industries
University essay from Uppsala universitet/Företagsekonomiska institutionenAbstract : This thesis studies the increasingly prevalent concept of sustainability in a financial context. Specifically, the question as to whether negative screening implies a cost or a benefit from an investor perspective is derived from past research’s inconclusive findings. READ MORE
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5. A Blindfolded Monkey as Portfolio Manager
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This study aims to investigate whether chance can beat an actively managed equity fund during a ten-year period on the Swedish stock market. Since the stock market consists of fierce competition among investors, the EMH would suggest that stock price movements should not be far from reflecting all available information. READ MORE