Essays about: "Equity mutual funds’ performance"

Showing result 21 - 25 of 72 essays containing the words Equity mutual funds’ performance.

1. 21. Sustainable Mutual Funds and Investor Behavior: A Study on Swedish Sustainable Mutual Equity Funds

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Oliver Odeback; Adam Landberg; [2019]
   Keywords : Sustainability; Socially Responsible Investment; Sustainable Funds; Performance; Fund Flow;

   Abstract : In this thesis, we examine the financial performance, the performance-sensitivity of investors, and the volatility of investor fund flow of Swedish sustainable mutual equity funds. To analyze the financial performance of the funds, we use the Capital Asset Pricing Model, the Fama-French three-factor model and Carhart's four-factor model, and to assess the difference in financial return between sustainable and conventional funds, we include a dummy variable. READ MORE

3. 22. More Is Less - Scalability in Swedish Mutual Equity Funds

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Hanna Höije; Jesper Janson; [2019]
   Keywords : Sweden; Fund; Scalability; Investment Strategy; Size;

   Abstract : This thesis studies the relationship between fund size and performance of open-ended Swedish mutual equity funds between 2014-2019. The fund industry has been fast growing and the landscape has changed with extensive inflows and ever larger funds. READ MORE

4. 23. The Value of Experience in Actively Managed Mutual Funds

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Viktoria Lyttkens; Michael Bozyel; [2019]
   Keywords : Active Management; Active Share; Manager Experience; Manager Tenure; Mutual Fund Performance;

   Abstract : 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

5. 24. The Importance of Size: An examination of the effect of size and the prevalence of skill in Swedish mutual funds

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Ludwig Schönbeck; [2018]
   Keywords : mutual funds; size; performance; luck; skill; Business and Economics;

   Abstract : In this thesis, I examine the relation between size and performance in Swedish equity mutual funds during the period 2010 – 2017. The thesis is divided into two main parts with the first part investigating the relation between size and performance by dividing the sample of 107 mutual funds into three groups according to the size of the funds. READ MORE

6. 25. SWEDISH MUTUAL EQUITY FUND PERFORMANCE - A COMPARATIVE STUDY OF SWEDISH FUNDS INVESTING IN SWEDEN & THE U.S.

   University essay from

   Author : Filip Jilsén; Mattias Juhlin; [2017-07-03]
   Keywords : Performance Evaluation; Mutual Equity funds; Actively Managed Funds; Risk-Adjustment Return; Sharpe Ratio; Treynor Ratio; Carhart Four-Factor Model; Swedish Fund Performance; U.S. Fund Performance;

   Abstract : The purpose of this thesis is to investigate the performance of Swedish mutual equity funds that primarily invest in either the Swedish or the U.S. market. Complementing prior research, we emphasis the relative performance differences between two markets and compare different portfolios with domestic indices. READ MORE