Essays about: "Equity mutual funds"

Showing result 16 - 20 of 86 essays containing the words Equity mutual funds.

1. 16. A Wolf In Sheep's Clothing, A study about potential closet indexing in the Swedish equity mutual fund industry.

   University essay from

   Author : Philip Dufwa; Johan Johansson; [2020-08-20]
   Keywords : Active Share; Tracking error; Fund activity; Fees; Mutual funds; Closet indexing; Index hugging;

   Abstract : We measure the activity of Swedish domiciled equity mutual funds with Sweden as geographical investment universe, by calculating their active share with respect to major market indices like OMX30 GI and OMX Small Cap TR and retrieving tracking error and r-squared from Bloomberg. Afterwards we calculate the cost to investors by comparing the cost of investing in comparable explicit index funds and the cost of the closet indexers. READ MORE

3. 17. Active fund management or passive index cruising?

   University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Author : Joel Johansson; Gustav Osbeck; [2020-08-07]
   Keywords : ;

   Abstract : How should an investor pick funds to invest in? What is the best strategy, picking active or passive funds? It’s hard to navigate the fund landscape when there is ambiguous evidence and advice coming from different directions. Do fund managers outperform the market and passive funds? Do they bring something extra of value to the table in regards to their high management fees? The question seems almost age-old at this point, from dart throwing monkeys outperforming high profile fund managers to famous investors proclaiming that active fund management is dead, it’s hard to know what is really true about active versus passive fund management. READ MORE

4. 18. Are Women the Real Alpha Males? Gender differences through the lense of performance and risk in the Swedish mutual fund industry

   University essay from Göteborgs universitet/Graduate School

   Author : Albin Helgesson; Clara Lindblad; [2020-07-01]
   Keywords : Mutual Funds; Gender Differences; Risk Behavior; Performance;

   Abstract : This master thesis examines gender differences between Swedish mutual fund managers concerning fund performance and risk behavior. The examined period extends from January 2015 to December 2019 and the data consist of 421 mutual equity funds of which 17% are mutual funds’ managed by females. READ MORE

5. 19. The difference in risk adjusted performance between socially responsible and conventional equity mutual funds - Evidence from Sweden

   University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Author : Sebastian Alm; Otilia Esping; [2020-07-01]
   Keywords : ;

   Abstract : This thesis aims to study the difference in risk-adjusted performance between socially responsible (SR) and conventional equity mutual funds from a Swedish perspective. The study uses mutual fund data from the time-period January 2010 to January 2020. READ MORE

6. 20. A Comparative Study on Green Mutual Equity Fund’s Financial Performance : International vs Domestic Fund Composition

   University essay from Umeå universitet/Företagsekonomi

   Author : Janusa Aiyadurai; Mathias Brenckert; [2020]
   Keywords : Risk-adjusted rate of return; mutual fund; performance; green investing; international diversification; Modern Portfolio Theory; Stewardship Theory; Home Bias Theory; Behavioral Finance; Sharpe Index; Jensen Index; Treynor Index;

   Abstract : In this thesis the relationship between regional composition and risk-adjusted performance is evaluated concerning Swedish issued green mutual equity funds. By using three different indices; Sharpe, Jensen and Treynor, a relationship has been able to establish. READ MORE