Essays about: "conventional funds"

Showing result 1 - 5 of 62 essays containing the words conventional funds.

1. 1. Generation Green Exploring the Influence of Demographic Factors and EU-Regulations on Sustainable Investment Decisions

   University essay from Göteborgs universitet/Företagsekonomiska institutionen

   Author : Henry Strandh; Alex Lindberg; [2023-08-25]
   Keywords : Sustainable investment; Funds; SFDR; Demographic factors; Age;

   Abstract : The global challenges associated with social and environmental problems have opened up new investment opportunities, more commonly referred to as sustainable investments. The concept of sustainable investment raises questions about which different groups and individuals in society tend to choose it over conventional investments. READ MORE

3. 2. Evaluating clustering techniques in financial time series

   University essay from Uppsala universitet/Avdelningen för systemteknik

   Author : Johan Millberg; [2023]
   Keywords : clustering; machine learning; financial time series; time series; unsupervised learning; cluster validation; cluster evaluation; klustring; klusteranalys; finansiella tidsserier; maskininlärning; klustervalidering; evalueringsteknik;

   Abstract : This degree project aims to investigate different evaluation strategies for clustering methodsused to cluster multivariate financial time series. Clustering is a type of data mining techniquewith the purpose of partitioning a data set based on similarity to data points in the same cluster,and dissimilarity to data points in other clusters. READ MORE

4. 3. Sustainable Investments in Times of Crisis

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Anton Johanson; Tobias Persson; [2023]
   Keywords : Funds value added; Gross and net alpha; Covid-19; ESG; Green and Brown funds;

   Abstract : This paper examines the effect of Covid-19 on green and brown funds in the Swedish Premium Pension System (PPS). We apply the methodology derived in Berk and van Binsbergen (2015) in a difference-in-difference model with time-fixed effects to estimate the average effect of Covid-19 on green funds for both value added and conventional alpha measures. READ MORE

5. 4. Do ESG investors pay a price for doing good - A matched pair analysis of the Swedish fund market.

   University essay from

   Author : Edvin Andersson; Albin Dahlin; Morgan Thisted; [2022-07-11]
   Keywords : ESG; sustainability; Sweden; ESG funds; conventional funds; financial performance; matched pair analysis;

   Abstract : In this thesis we examine the financial performance of Swedish mutual equity funds. We look at differences between sustainable, defined as ESG, and conventional funds. The financial performance is examined using the Capital Asset Pricing Model, the Fama-French three-factor model and Carhart’s four-factor model. READ MORE

6. 5. Do investors care about ESG when markets turn sour? Evidence from the mutual fund industry during the COVID-19 crisis

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Marlene Rosenberger; Mohammed Albarbari; [2022]
   Keywords : ESG investing; Sustainable investment; Mutual fund flows; Mutual fund returns; COVID-19 crisis;

   Abstract : This thesis empirically examines the effect of the sustainability rating on sustainable fund returns and fund flows to gain a better understanding of the motivation underlying sustainable investing. By conducting panel regression analyses as well as Difference in Difference analyses on a selected sample of EU equity funds, we show that under normal market conditions sustainable funds outperform conventional funds. READ MORE