Essays about: "Treynor ratio"

Showing result 11 - 15 of 27 essays containing the words Treynor ratio.

  1. 11. The difference in risk adjusted performance between socially responsible and conventional equity mutual funds - Evidence from Sweden

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Sebastian Alm; Otilia Esping; [2020-07-01]
    Keywords : ;

    Abstract : This thesis aims to study the difference in risk-adjusted performance between socially responsible (SR) and conventional equity mutual funds from a Swedish perspective. The study uses mutual fund data from the time-period January 2010 to January 2020. READ MORE

  3. 12. Are sustainable funds sustainable in terms of return? : a study on the Swedish fund market

    University essay from SLU/Dept. of Economics

    Author : Emil Thelander; [2020]
    Keywords : csr; esg; finance; funds; portfolio theory; risk-adjusted return; sri; sustainable fund; sustainability;

    Abstract : Sustainable investments have become a highly popular choice amongst private investors over the last decades and the number of alternatives has increased on the Swedish market. Sustainable funds have become one of the more popular options for Swedish investors that looks for sustainable investment options. READ MORE

  4. 13. Performance Evaluation of Small- and Large-cap stocks - The importance of size effects on the Swedish equity market

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Andreas Carlsson; Erik Hulth; [2019-02-20]
    Keywords : Performance Evaluation; Asset pricing; Size Effect; Sharpe Ratio; Treynor ratio; Jensen´s alpha; Risk-Adjusted Returns; Fama-French Three-Factor Model; Carhart Four-Factor Model; Multi-factor models; Single-factor model;

    Abstract : This Bachelor´s thesis investigated the performance of small-cap stocks and large-cap stocks on the Swedish equity market (NASDAQ OMX) over the years 2011 to 2016. A number of studies focused on asset pricing have during the last decades indicated that the original Capital Asset Pricing Model (CAPM) is misspecified and has limited power to explain cross-sectional and temporal variations in expected equity returns. READ MORE

  5. 14. Diversification possibilities in the Swedish financial markets - A correlation analysis of the returns of stock, bonds and real estate

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Navid Haddad; Jacob Wergeland; [2018-07-09]
    Keywords : ;

    Abstract : The purpose of this study is to analyse the risk-adjusted returns of Swedish stocks, Swedish fixed income gov.- bonds and real estate return over the last 8 years in combination with the time-varying aspects of the correlation between the asset classes. The method used is a time-series analysis of OMXS30, SWEGOVT115, and SX8600PI. READ MORE

  6. 15. SWEDISH MUTUAL EQUITY FUND PERFORMANCE - A COMPARATIVE STUDY OF SWEDISH FUNDS INVESTING IN SWEDEN & THE U.S.

    University essay from

    Author : Filip Jilsén; Mattias Juhlin; [2017-07-03]
    Keywords : Performance Evaluation; Mutual Equity funds; Actively Managed Funds; Risk-Adjustment Return; Sharpe Ratio; Treynor Ratio; Carhart Four-Factor Model; Swedish Fund Performance; U.S. Fund Performance;

    Abstract : The purpose of this thesis is to investigate the performance of Swedish mutual equity funds that primarily invest in either the Swedish or the U.S. market. Complementing prior research, we emphasis the relative performance differences between two markets and compare different portfolios with domestic indices. READ MORE