Essays about: "Treynor ratio"
Showing result 6 - 10 of 27 essays containing the words Treynor ratio.
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6. How to choose green?
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : This paper investigates if there is any difference between active managed funds and passive managed funds in regard to their risk-adjusted return. The thesis focuses on Swedish sustainable funds that invest in accordance with the ESG (environmental, governance and social) criteria during the time period 2011-2021. READ MORE
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7. Performance Evaluation of Swedish and German Actively Managed Mutual Funds
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : There are many studies examining the performance of actively managed mutual funds in different markets. The results of these studies vary depending on the used model and market. READ MORE
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8. Performance of Swedish sustainable equity funds during Covid-19 : a comparative study on sustainable and conventional equity funds
University essay from SLU/Dept. of EconomicsAbstract : The interest for sustainable equity funds has increased globally and especially in Sweden the last years. The Swedish and Scandinavian fund markets have grown to be seen as frontrunners for sustainable investments. READ MORE
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9. Bitcoin as an enhancer of performance in an All Weather inspired portfolio
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : The thesis employs a number of tools originating from the field of Modern Portfolio Theory to assess the appropriate weight of Bitcoin in addition to several assets commonly found in the All-Weather Portfolio. Utilizing Sharpe Ratio optimization, the thesis compares two main portfolios to determine if the inclusion of Bitcoin can improve the performance and risk-return ratio of an optimized All Weather Portfolio. READ MORE
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10. Active fund management or passive index cruising?
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : How should an investor pick funds to invest in? What is the best strategy, picking active or passive funds? It’s hard to navigate the fund landscape when there is ambiguous evidence and advice coming from different directions. Do fund managers outperform the market and passive funds? Do they bring something extra of value to the table in regards to their high management fees? The question seems almost age-old at this point, from dart throwing monkeys outperforming high profile fund managers to famous investors proclaiming that active fund management is dead, it’s hard to know what is really true about active versus passive fund management. READ MORE