Essays about: "portfolio management of different funds"

Showing result 1 - 5 of 25 essays containing the words portfolio management of different funds.

1. 1. Risk Management and Sustainability - A Study of Risk and Return in Portfolios With Different Levels of Sustainability

   University essay from KTH/Matematik (Avd.)

   Author : Magnus Borg; Lucas Ternqvist; [2023]
   Keywords : ESG; Value-at-Risk VaR ; Expected Shortfall ES ; Risk Management; Financial Risk; Financial Mathematics; Sustainability; Portfolio Management; Capital Asset Pricing Model CAPM ; Hållbarhet; Value-at-Risk VaR ; Expected Shortfall ES ; Riskhantering; Finansiell Risk; Finansiell Matematik; Portföljkonstruktion;

   Abstract : This thesis examines the risk profile of Electronically Traded Funds and the dependence of the ESG rating on risk. 527 ETFs with exposure globally were analyzed. Risk measures considered were Value-at-Risk and Expected Shortfall, while some other metrics of risk was used, such as the volatility, maximum drawdown, tail dependece, and copulas. READ MORE

3. 2. Ownership structure and accounting quality: A study on Swedish private equity backed companies

   University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

   Author : Oscar Cederholm; Gustaf Persson; [2023]
   Keywords : Private equity; Accounting quality; Earnings management; Discretionary accruals; Timely loss recognition;

   Abstract : This study investigates how private equity ('PE') ownership affects the accounting quality of its portfolio companies. By using a unique sample of private Swedish PE-backed companies and a non-PE-backed control group, our findings indicate that PE-backed firms exhibit lower accounting quality when measured as discretionary accruals. READ MORE

4. 3. Modelling of Capital Requirements using LSTM and A-SA in CRR 3

   University essay from KTH/Matematik (Avd.)

   Author : William Gan; [2022]
   Keywords : Capital Requirements; machine learning; neural networks; financial mathematics; risk management; CRR 3; FRTB; Kapitalkrav; maskininlärning; neurala nätverk; finansiell matematik; riskhantering; CRR 3; FRTB;

   Abstract : In response to the Great Financial Crisis of 2008, a handful of measures were taken to increase the resilience toward a similar disaster in the future. Global financial regulatory entities implemented several new directives with the intention to enhance global capital markets, leading to regulatory frameworks where financial participants (FPs) are regulated with own fund's requirements for market risks. READ MORE

5. 4. FEES IN SUSTAINABLE MUTUAL FUNDS : The relationship between the return on sustainable mutual funds and the total expense ratio in the U.S. and Sweden

   University essay from Umeå universitet/Företagsekonomi

   Author : Jonas Cheraghi; Adam Sundqvist; [2022]
   Keywords : Sustainable mutual funds; Mutual funds; Total expense ratio; Sustainable investing; Effective market hypothesis; Modern portfolio theory; Sharpe ratio; Tracking error; ESG; Management fee; EIKON; Sweden; USA;

   Abstract : This thesis investigates the relationship between the total expense ratio and the 5-year performance to last month for sustainable mutual funds registered in Sweden and the United States. The increasing amount of mutual funds and the shift towards sustainability in the society gives cause to study the relationship between the total expense ratio and the performance of sustainable mutual funds rather than conventional mutual funds. READ MORE

6. 5. Bang for the Buck : Achieving effective shareholder engagement through dialogues

   University essay from KTH/Skolan för industriell teknik och management (ITM)

   Author : Ylvali Busch; [2020]
   Keywords : Shareholder engagement; engagement dialogues; equity funds; corporate sustainability; Aktieägarinflytande; påverkansdialoger; hållbara företag; aktivt förvaltade aktiefonder;

   Abstract : The consolidation of corporate ownership into the hands of large institutional investors has resulted in growing expectations that actors in the financial system should leverage their positions of ownership to improve corporate sustainability. In other words, institutional investors are expected to take a greater responsibility for the transition towards a greener economy by becoming active owners. READ MORE