Essays about: "fund manager performance"
Showing result 1 - 5 of 20 essays containing the words fund manager performance.
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1. Evaluating clustering techniques in financial time series
University essay from Uppsala universitet/Avdelningen för systemteknikAbstract : 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
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2. “Smart Money” in a bear market? : Swedish active equity mutual funds’ ability to add value towards investors in the bear market Q1 2020
University essay from Stockholms universitet/Företagsekonomiska institutionenAbstract : It is well-established by an abundance of previous empirical work presenting evidence that the average active equity mutual fund manager underperforms their benchmark net of expenses persistently over longer time-horizons. Active fund managers have the possibility to invest smart by forecasting the market and change their exposure to the market in regard of macroeconomic events to protect their portfolios violating the theory of an efficient market. READ MORE
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3. Hire or fire?
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : Today fund investment options are endless. To be able to profit, talented fund managers are of great importance. The purpose of this thesis is to communicate the real performance of managers and if they are skilled enough to cover their costs. This analysis can contribute to the decision of hiring or firing a fund manager. READ MORE
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4. The Value of Experience in Actively Managed Mutual Funds
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : In this paper we investigate the relationship between active management, manager experience and fund performance among Swedish all-equity mutual funds between 2003 and 2016. To measure different aspects of active management we combine two measures of active management-active share and tracking error-similar to Cremers and Petajisto (2009). READ MORE
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5. Stop Guessing and Start Tracking : Guidelines for Measuring Sustainability Performance of Funds
University essay from KTH/Industriell ekonomi och organisation (Inst.)Abstract : Conscious customers and the threat of regulations have compelled capital markets around the world to increase their sustainability focus. Today, a fund manager must know how to measure and communicate the sustainability of her fund’s portfolio, which raises the question of how such measurement should be designed? By interviewing decision makers at one of Sweden’s major fund management firms and examining existing sustainability metrics, we identify the key features practitioners want from a sustainability measurement and discuss how existing metrics relate to this. READ MORE
