Essays about: "Corporate bond mutual funds"
Found 3 essays containing the words Corporate bond mutual funds.
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1. Fragile Market: The impact of mutual funds on the corporate bond market
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This master's thesis investigates whether mutual funds can induce fire sales on the Swedish corporate bond market between August 2019 and August 2020 to determine whether mutual funds aggravated the COVID-19 crash, and if their solution to temporarily freeze withdrawals were a viable remedy. Moreover, the thesis addresses this question using a panel-data framework that includes mutual fund-specific variables, control variables suggested by previous literature, entity, and time-fixed effects, allowing the thesis to capture divergences between corporate bonds and months. READ MORE
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2. Sustainable Investing: Effects on Portfolio Returns and Risk in a Nordic Setting
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : ESG investing has gone from niche to mainstream, with the total AUM assigned to ESG-tilted portfolios growing by the day. The objective of this paper is to understand how the return and risk performance of Nordic mutual and exchange-traded funds differ based on sustainability ratings, as there is no consensus in the risk/reward payoff in ESG investing. READ MORE
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3. Tournament behavior of US corporate bond mutual funds: A non-parametric analysis
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This thesis tests the tournament hypothesis on a data set of corporate bond mutual funds. According to the tournament hypothesis portfolios ranked as "losers" at an interim date will increase portfolio volatility to a greater extent than funds ranked as "winners". READ MORE
