Essays about: "Treynor ratio"

Showing result 16 - 20 of 27 essays containing the words Treynor ratio.

  1. 16. The Effect of the Financial Crisis of 2008 on Swedish Household Portfolios

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Yasmin Montvik; Maria Olsson Lidman; [2017-02-28]
    Keywords : asset allocation; financial assets; financial crisis; household portfolios;

    Abstract : The aim of this thesis is to examine whether Swedish households have changed the composition of their portfolio as a consequence of the financial crisis and to investigate whether they have become more reluctant to invest in the financial markets. To examine how the Swedish household portfolios have changed over time, risk measures such as standard deviation and beta will be used as well as performance measures such as the Sharpe ratio, Treynor ratio and Jensen’s alpha. READ MORE

  3. 17. Does gender balance on the corporate board have an impact on the equity performance?

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Tove Arrelid; Elin Forsberg; [2017-02-09]
    Keywords : gender equality; board diversity; quotas; performance evaluation; equity performance; corporate social responsibility;

    Abstract : The objective of this thesis is to examine whether a gender equal board of directors have an impact on the equity performance during the examination period of December 2011 to December 2016. This study shows that the gender balanced portfolio outperforms the non-gender balanced portfolio in all investigated performance measures. READ MORE

  4. 18. Trade-offs of ETFs - An Examination of Clean and Dirty Exchange Traded Funds in the Energy Sector

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Mattias Hasselsjö; Shaicoan Tang; [2016-06-27]
    Keywords : performance evaluation; exchange traded funds; sustainable investment; responsible investment;

    Abstract : The aim of this thesis is to investigate if there is a difference in performance between clean and dirty exchange traded funds (ETFs) during the examination period January 2011¬–March 2016. Dirty ETFs are defined as ETFs that allocate in non-environmentally friendly industries such as oil or coal industries. READ MORE

  5. 19. Investing Responsibly - Benefits for the Ethical Investor

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Robin Ringkvist; Emir Borovac; [2014]
    Keywords : Finance; ESG; CSR; Emerging markets; Portfolio evaluation; Business and Economics;

    Abstract : This thesis discusses whether Corporate Social Responsibility (CSR) can affect a company’s, and consequently a portfolio’s, stock market performance. The study presupposes the regular assumptions drawn from CAPM. READ MORE

  6. 20. Asset Composition and Performance of Swedish Listed Mutual Funds

    University essay from Umeå universitet/Företagsekonomi

    Author : Fargol Javidfar; Zhiwen Luo; [2014]
    Keywords : Swedish listed mutual funds; Asset class; Geographic exposure; Top-ten holdings; Passive sub-portfolio; Jensen’s Alpha; Treynor ratio; Fund risk-adjusted performance.;

    Abstract : Fund investments are very popular in Sweden. However, we have the impression that despite this popularity, the average fund investor in Sweden does not pay much attention to the importance and possible link of fund’s asset composition features (e.g. Asset class, Holdings, and Geo-exposure) to fund’s performance. READ MORE