Essays about: "the five factor model"

Showing result 1 - 5 of 239 essays containing the words the five factor model.

  1. 1. Exploring Automated Early Problem Identification Based on Diagnostic Trouble Codes

    University essay from Institutionen för tillämpad informationsteknologi

    Author : Mathias Forsman; Yihan Yang; [2024-03-05]
    Keywords : Automotive Industry; Early Problem Identification; Diagnostic Trouble Code; Case Study; Laboratory Experiment ; Machine Learning; Linear Regression; K-means Clustering;

    Abstract : In the current automotive industry, problem identification is a reactive process. It starts when the customer experiences a vehicle problem and goes to the workshop. Subsequently, all the problem-related data will be collected from the workshop and forwarded to the vehicle manufacturer. READ MORE

  3. 2. Combining Value Investing with Quality Investing: Empirical Evidence from the European and Nordic Stock Markets

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Oleksii Chepil; [2024]
    Keywords : value investing; quality investing;

    Abstract : The aim of this thesis is to explore whether stock selection based on five value metrics and six quality metrics can generate superior returns compared to the overall market. The selected markets are the Nordic one (Nasdaq OMX Nordic 120 being the benchmark) and the European one (STOXX Europe 600 being the benchmark), while the selected time period is 2001-2023 for Europe and 2010-2023 for the Nordics. READ MORE

  4. 3. ESG Balancing the Books and the Planet: A Quantitative Analysis of Risk-Adjusted Returns in ESG and Traditional Funds

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Benjamin Javidi; Malin Larsson; [2023-08-25]
    Keywords : Capital Asset Pricing Model CAPM ; Fama-French three-factor model; ESG; Sharpe ratio; OLS Regression Analysis; Modern Portfolio Theory;

    Abstract : The demand for sustainable investment has increased in the last decade. “Environmental, Social and Governance” (ESG) are characteristics within sustainable investment and are commonly considered in private investing. READ MORE

  5. 4. Key challenges in SFI education: teacher’s perspectives

    University essay from Göteborgs universitet/Institutionen för pedagogik och specialpedagogik

    Author : Fatemeh Heravi; [2023-07-04]
    Keywords : Swedish for immigrants; marketisation; SFI; procurement; Teachers’ challenges; public policy;

    Abstract : Aim: The study aims at investigating SFI teachers’ perspectives about different types of challenges they confront with, and the impact that perceived challenges have on teachers’ practices in Gothenburg, Sweden. Theory: Socio-ecological framework was used to comprehend how multiple factors at various levels affect the teachers work and their practices as well. READ MORE

  6. 5. ESG and Fund Performance Comparing Funds with Different Strategic Benchmarks

    University essay from

    Author : Jesper Carlsson; Erik Olofsson; [2023-07-03]
    Keywords : ESG; Efficient Market Hypothesis; Risk-Adjusted Return; Strategic Benchmarks;

    Abstract : This thesis aims to identify if there is a positive relationship between ESG and fund performance, and if this relationship is different depending on the strategic benchmark of the funds and how they differ between the given strategic benchmark. Four groups of funds connected to a specific strategic benchmark are divided based on their ESG score into a high ESG score group and low ESG score group. READ MORE