Essays about: "index return and performance"
Showing result 1 - 5 of 145 essays containing the words index return and performance.
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1. Do actively managed Sweden funds yield higher return better than passively managed funds, during a volatile market, when taking risk into account?
University essay from Göteborgs universitet/Företagsekonomiska institutionenAbstract : This paper is examining if Swedish actively managed funds is creating more value for investors compared to Swedish index funds. The study is focused on the time period 2012-2022. Three risk-adjusted measurements are used to execute this mission. READ MORE
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2. Power Play: The influence of energy prices on ESG Stocks’ performance during the Energy Crisis A quantitative study performed on the Swedish stock market
University essay from Göteborgs universitet/Företagsekonomiska institutionenAbstract : This research paper is focused on the impact of the European energy crisis on ESG (Environmental, Social, and Governance) stocks. The paper aims to examine the extent to which the performance of stocks with high ESG scores has been affected by energy prices and volatility during the energy crisis. READ MORE
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3. Beyond Profits: Exploring the Investment Styles and Risk-Adjusted Returns of ESG-Driven Portfolios
University essay fromAbstract : This study uses daily data to examine how different ESG implementations affect performance and portfolio characteristics. With a non-homogenous view of how ESG investing is defined, ten different value-weighted portfolios are constructed. The geographical focus is the US market, with the S&P 500 total return index (SPXTR) as the screening universe. READ MORE
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4. Comparison of High ESG Portfolio Performance in Germany and Switzerland
University essay from Göteborgs universitet/Graduate SchoolAbstract : This study focuses on the relationship between stock return performance and sustainability, the latter taking the form of the Environmental, Social, and Governance (ESG) framework. The paper provides a comparative setting in which stocks of companies headquartered in Germany and Switzerland are examined. READ MORE
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5. A valuation of Swedish hedge fund performance
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : In this thesis we present annual returns of Swedish hedge funds sorted by investment strategies and investigate which strategy performs best and how the Fama-French factors: market premium, value premium and growth premium affect these returns. The Fama-French three-factor model is built on the Capital Asset Pricing Model which tries to describe the relationship between the expected return of an asset and the risk of the asset compared to the market. READ MORE