Uppsatser om hml

Famas och Frenchs två faktorer

proxyvariabler för konkursrisk?

D-uppsats · Handelshögskolan i Stockholm

The aim of this study is to examine whether the two factors SMB and HML in the Fama-French Three Factor Model proxy for default risk. The study is based on companies noted on the Stockholm Stock Exchange between 2003 and 2008. These companies are used to create the factors SMB …

Svenska hedgefonders investeringsstrategier och deras riskexponering

Kandidatuppsats · Lunds universitet

… in this study of the hedge funds for example parameters like SMB and HML. However time varying parameters show little or no significance at all. Hence, it has been rejected that risk exposures of Swedish hedge fund strategies vary over time. The main conclusion that has been …