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Now showing items 11-20 of 160
Can Vice be Vindicated? Examining a potential value premium in vice stocks using Fama and MacBeth regressions - a comparison across three different factor models
(2018-07-12)
In this paper, we examine a 30-year period to find whether vice (defined as operations in the alcohol, tobacco, gambling, adult services, and weapons and defense industries) plays a role in determining returns of individual ...
The effects of Environmental, Social and Governance measures on the cross section of stock return, a compensation for risk or mispricing? Evidence from the Swedish stock market
(2018-08-31)
There is a lack of uniformity throughout the literature regarding the effects of socially
responsible investing. By implementing a Fama-MacBeth style regression with the
Fama French three factors and the momentum factor, ...
Optimal Portfolio Allocation of Commodities for the Swedish Investor
(2021-08-17)
Commodities have historically been seen as great diversifiers to stocks and bonds. Following the financialization in late 1990s and early 2000s this began to be questioned by previous research due to increasing correlations ...
Kan nudging främja hållbara premiepensionsplaceringar?
(2020-07-01)
The interest in sustainability has increased among private investors and a gradual increase in SRI is the result. However, there still seems to be a gap between people’s values and interest in sustainability and how ...
Socially Irresponsible Investment In The United States
(2017-08-22)
In this thesis, we provide evidence on the performance of an unethical investment strategy during the 21st-century. We examine publicly traded US companies engage in one of these five industries; gambling, oil/gas, alcohol, ...
When there are not enough Baskets to put your Eggs in- A Study of a Sample Bank Bond Portfolio on the Swedish Interbank-market
(2018-07-09)
This thesis explores the Swedish interbank-market, with empirical material from a sample bank, by conducting a qualitative interview as well as modelling probabilities of defaults in the sample bank bond portfolio. From ...
Investment firm characteristics in venture capital
(2020-09-04)
The private equity market is known for its lack of liquidity and information. This thesis aims at bringing further clarity to the private equity field, specifically targeting the relationship between firm size and risk in ...
How does the market structure in a banking sector affect bank profitability during a financial crisis?
(2016-07-06)
This thesis studies how profitability in both emerging and advanced economies is affected by market structure in a financial crisis. The country sample from Mirzaei, Moore, & Liu (2013) is used with a similar methodology, ...
En empirisk studie om processen bakom ett outsourcingbeslut
(2017-07-04)
This thesis examines how Swedish banks measure risks associated with outsourcing and how they weigh it against expected profit. It also discusses the benefits and disadvantages of outsourcing and investigates how banks ...
En analys i prestation och aktiv förvaltning mellan svenska large- och small-cap fonde
(2021-06-23)
The aim of this thesis is to explore whether there is a significant difference between Swedish large- and small-cap mutual funds. The study will examine each fund’s performance compared to one another. To investigate the ...