Essays about: "Equity mutual funds"

Showing result 11 - 15 of 86 essays containing the words Equity mutual funds.

1. 11. Climate Disaster-Triggered Attention Shifts: Evidence from Green Mutual Fund Flows

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Jack Arkesteijn; Simon Wießner; [2022]
   Keywords : Climate disasters; Climate change; Mutual funds; Behavioral finance; LCD;

   Abstract : This thesis empirically investigates the degree to which climate disasters have a behavioral impact on mutual fund flows into green versus non-green funds. Through a twofold analysis that studies both Google search volume-proxied investor attention as well as green and control mutual fund flows, we show that local climate disasters have a positive impact on both investor attention and behavior towards green funds. READ MORE

3. 12. Morningstar Ratings, Mutual Fund Flows and Performance : Investigating the Swedish Domestic Fund Market

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

   Author : DAVID OHLSSON; [2021]
   Keywords : Morningstar Ratings; Mutual Funds; Fund Flows; Performance; Four-Factor Alpha; Sharpe Ratio; Morningstar Ratings; Fonder; Fondflöden; Prestanda; Carharts Alfa; Alfa; Sharpekvot;

   Abstract : Morningstar ratings are a popular way for investors to compare mutual funds. This thesis focuses on Swedish domestic equity funds. The relation of Morningstar ratings and fund flows was studied. Additionally, the short-term performance predictability using star ratings was investigated. READ MORE

4. 13. The Performance of Socially Responsible Investments : Are Swedish mutual funds forced to pay a price for doing good?

   University essay from Jönköping University

   Author : Gordon Molander; Carl Jönsson Asp; [2021]
   Keywords : SRI; ESG; Mutual Equity Funds; Conventional; Fund Performance; Portfolio Analysis;

   Abstract : The financial performance of Socially Responsible Investing (SRI) strategies is heavily debated in the modern age. Due to lack of evidence on Swedish SRI performance, Swedish investors are uncertain about placing their financial assets in these strategies as they are afraid expected to sacrifice their financial return for doing good. READ MORE

5. 14. Evaluation regarding the US fund market : A comparison between different US fund risk classes and their performance

   University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

   Author : Victor Sjöstrand; Albert Svensson Kanstedt; [2021]
   Keywords : Standard deviation; US Equity Funds; S P 500; CAPM; Efficient Market Hypothesis; random walk.;

   Abstract : The intent of this thesis is to investigate how US equity funds performance differ due to their standard deviation. In order to accomplish this study, we collected daily data for 99 US equity funds for the period 2011-2020 and divided the funds into three risk classification groups based on their standard deviation for the year 2011. READ MORE

6. 15. The Best of Ideas Fund

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Benjamin Hausel; Carl Möllerström; [2021]
   Keywords : Concentration; diversification; active equity mutual funds; Jensen’s alpha; Sharpe-ratio; regression analysis; risk-adjusted return; best of ideas; Business and Economics;

   Abstract : We evaluated a sample of 78 diversified Actively Managed Equity Funds (AMEFs) with domestic holdings in Swedish stocks, in terms of historically risk-adjusted returns during the time period 2015-01-01 - 2019-12-31. Furthermore, we split our sample of AMEFs into two market capitalisation categories: Large/Mid-capitalisation (LMC) and Small/Mid- capitalisation (SMC). READ MORE