Essays about: "Equity mutual funds’ performance"

Showing result 16 - 20 of 72 essays containing the words Equity mutual funds’ performance.

  1. 16. Mutual Fund Performance : An analysis of determinants of risk-adjusted performance for mutual equity funds available for Swedish investors

    University essay from Umeå universitet/Företagsekonomi

    Author : Sandra Carlsson; Erica Eikner; [2020]
    Keywords : Mutual equity funds; risk-adjusted performance; Total Expense Ratio; fund characteristics; Swedish investors; Efficient Market Hypothesis; Carhart four factor model; Sweden;

    Abstract : The mutual fund industry in Sweden has grown rapidly over the past years. Research has been made on the topic for over 50 years, however there are still uncertainties about the determinants of fund performance. READ MORE

  3. 17. Are investors better safe than sorry? The impact of extreme losses in the return distribution on capital allocation in actively managed equity funds

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Ylvali Busch; Gustav Göransson; [2020]
    Keywords : Mutual funds; Actively managed equity funds; Fund flows; Extreme payoffs; Prospect theory;

    Abstract : In this paper, we show that capital flow to actively managed equity funds is dependent on past extreme negative return states of the fund. Specifically, we examine how an extreme negative monthly payoff impacts the investment flow of actively managed equity funds in the following year, adjusting for past performance and other fund characteristics. READ MORE

  4. 18. “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 institutionen

    Author : Mattias Löfvenberg; Simon Pålsson Högström; [2020]
    Keywords : ;

    Abstract : 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

  5. 19. The Era of Socially Responsible Investing: Performance of Swedish Socially Responsible Funds During Market Crises

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Johan Skantz; Adam Björndal; [2019]
    Keywords : Socially responsible investing; Equity mutual funds; Market crises; Swedish fund market; Fund performance evaluation;

    Abstract : Using a unique dataset of 160 Swedish equity mutual funds over the 2000-2016 period, this paper provides a comprehensive analysis of the performance of socially responsible funds. Compared to characteristics-matched conventional funds, socially responsible funds outperform during periods of market crises. READ MORE

  6. 20. Is Green the New Gold? A study on the relationship between sustainability and risk of mutual funds

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Victoria Tomsdotter von Segebaden Starberg; Max Römbo; [2019]
    Keywords : Environmental Social Governance; Mutual Funds; Performance Measurement; Risk Measurement; Sustainability; Business and Economics;

    Abstract : This thesis aims to investigate the relationship between the level sustainability and the level of risk for mutual equity funds. As the demand for more sustainable investment options increases, mutual funds have become more aware about positioning themselves as sustainable. READ MORE