Global ETD Search

1	Förklarar 4-faktormodellen den svenska börsens avkastning bättre jämfört mot tidigare modeller? : En analys av marknaden under 8 år / Does the 4-factor model explain the Swedish stock market's return better compared to previous models? : An analysis of the market over 8 years Jahnsson, Sebastian, Jern, Daniel January 2021 (has links) Does the 4-factor model have a higher degree of explanation than CAPM and the 3-factor model on the Swedish stock market? The purpose of this thesis is to investigate whether the 4-factor model's ability to explain the systematic risk on the Swedish stock market is better than CAPM and the 3-factor model. Furthermore, we want to investigate whether it is possible to create portfolios based on the 4-factor model that generates excess returns. In addition, we will also compare our results with the results of previous international studies to see what results we get in the Swedish market. Efficient market hypothesis 4-factor model degree of explanation excess return CAPM risk Effektiva marknad hypotesen 4-faktormodellen förklaringsgrad överavkastning CAPM risk Business Administration Företagsekonomi