Essays about: "net returns alpha"
Showing result 11 - 15 of 25 essays containing the words net returns alpha.
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11. A comparison of sin- and ethical stocks’ performance on the Swedish equity market: with focus on the impact of liquidity, institutional ownership, firm age and equity on the difference in excess returns between sin- and ethical stocks.
University essay from Göteborgs universitet/Graduate SchoolAbstract : This thesis studies the returns of ESG stocks and sin stocks through constructed value- and equally weighted portfolios in the Swedish stock market. The stocks are also compared on a firm level. READ MORE
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12. Performance Evaluation of Small- and Large-cap stocks - The importance of size effects on the Swedish equity market
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : This Bachelor´s thesis investigated the performance of small-cap stocks and large-cap stocks on the Swedish equity market (NASDAQ OMX) over the years 2011 to 2016. A number of studies focused on asset pricing have during the last decades indicated that the original Capital Asset Pricing Model (CAPM) is misspecified and has limited power to explain cross-sectional and temporal variations in expected equity returns. READ MORE
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13. Hire or fire?
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : Today fund investment options are endless. To be able to profit, talented fund managers are of great importance. The purpose of this thesis is to communicate the real performance of managers and if they are skilled enough to cover their costs. This analysis can contribute to the decision of hiring or firing a fund manager. READ MORE
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14. A Firm’s Engagement in Environmental, Social and Governance (ESG) Issues and its Effect on Portfolio Returns
University essay from Göteborgs universitet/Graduate SchoolAbstract : This thesis examines how a firm’s engagement in environmental, social and governance (ESG) issues affect portfolio returns, which in previous research have resulted in contradicting results. By using the improved Fama and French five-factor model and ESG dataset from Sustainalytics that report both the total ESG score, the individual scores of E, S and G and adjust the ESG issues depending on the sector, this thesis’s result will be more accurate than previous research using a similar approach. READ MORE
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15. Actively Managed Investments : A comparison of US hedge and equity mutual funds
University essay from Högskolan i Jönköping/IHH, FöretagsekonomiAbstract : Over the past years, the total assets under management among hedge funds and equity mutual fundshave increased significantly. The question from an investor point of view iswhich investment vehicle can provide the greatest return adjusted for risk. READ MORE