Essays about: "Equity Market Timing"

Showing result 21 - 25 of 31 essays containing the words Equity Market Timing.

1. 21. Active Share in the Swedish Premium Pension System : A Study on Mutual Fund Activity and Performance

   University essay from Företagsekonomi

   Author : Andreas Rönngren; Ding Xu; [2013]
   Keywords : Active Share; tracking error volatility; tracking error; fund performance; alpha; Swedish funds; fund return; mutual equity funds; CAPM; three-factor model; four factor model; pension; Swedish pension system; premium pension; Swedish premium pension system;

   Abstract : We investigate the activity and performance of 64 Swedish registered mutual equity funds available in the Swedish Premium Pension System from October 2002 to December 2011. Fund activity is measured by applying the holdings based analysis Active Share combined with Tracking Error Volatility (TEV). READ MORE

3. 22. Exploring Beta’s Changing Behavior ofSwedish Real Estate Stocks

   University essay from KTH/Fastigheter och byggande

   Author : Medhat Khalil; [2013]
   Keywords : Beta; Asymmetric beta; Time varying beta; Risk; Real Estate; Stocks; Equity; Sweden;

   Abstract : This study aims to analyze the beta and risk behavior of the Swedish listed real estate stocks. Such a study will provide a clearer picture for investors and researchers about the changing nature of that behavior over time. The research method is based on descriptive statistics and CAPM beta regression analysis of the monthly returns. READ MORE

4. 23. Saving Face or Greedy Opportunism? - External Conditions' Influence on Private Equity Exits

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Douglas Martinsson; Kristin Samuelsson; [2012]
   Keywords : European Private Equity; Exit Strategies; Duration; Opportunistic Behavior; Macroeconomic Conditions;

   Abstract : This paper aims to contribute to the current discussion where both academia and the private sector debate the benefits and drawbacks of the Private Equity industry. Recent critics have accused Private Equity Funds of acting opportunistically by exploiting beneficial conditions, imposing risks to their portfolio companies and increasing personal remuneration on the expense of extensive lay-offs. READ MORE

5. 24. The Impact of Buyouts on Swedish Portfolio Companies : A Quantitative Study on Performance 1998-2011

   University essay from IHH, Företagsekonomi

   Author : Daniel Mörk; Joel Pettersson; [2012]
   Keywords : Private Equity; Buyouts;

   Abstract : The private equity market has been a hot topic of debate since it first started to emerge. As it has become more frequently apparent in the Swedish economic and financial market, the debate regarding its impact in Sweden has also risen. READ MORE

6. 25. Sizing up Your Portfolio Manager: Mutual Fund Activity & Performance in Sweden

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Lars Gustafsson; Vincent Aldevinge; [2012]
   Keywords : Active Share; Tracking error; Active management; Mutual fund performance; Performance persistence;

   Abstract : We examine the characteristics of active management and its effects on performance among Swedish equity mutual funds investing in the Nordic region. In line with Fama (1972), we consider stock selection and factor timing to distinguish between different aspects of active management. READ MORE