Förklarar 4-faktormodellen den svenska börsens avkastning bättre jämfört mot tidigare modeller? : En analys av marknaden under 8 år

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-fa...

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Bibliographic Details
Main Authors: Jahnsson, Sebastian, Jern, Daniel
Format: Others
Language:Swedish
Published: Uppsala universitet, Företagsekonomiska institutionen 2021
Subjects:
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-450790