Essays about: "Marta Khomyn"
Found 1 essay containing the words Marta Khomyn.
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1. Sustainable Mutual Fund Performance and Investment Style: Evidence from Sweden
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This paper analyzes differences in performance and investment style between the most and least sustainable open-end mutual funds. We investigate Swedish funds using four different factor models, and find no significant difference in risk-adjusted returns (alphas) between funds with high sustainability ratings and those with low ratings for the 2011-2016 period. READ MORE
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