Essays about: "Equity mutual funds"

Showing result 21 - 25 of 86 essays containing the words Equity mutual funds.

1. 21. 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. 22. Signalling commitment to sustainability on the mutual fund market : An investigation of the Swedish equity mutual fund market

   University essay from Blekinge Tekniska Högskola

   Author : Mattias Andersson; Erik Bernstrup; [2020]
   Keywords : Nordic Swan Ecolabel; Equity mutual funds; Signalling; eco-labelling; sustainable investing; Svanenmärkning; Aktiefonder; Signalteori; Eko-märkning; Hållbart investerande;

   Abstract : In the midst of climate change and growing concern about social aspects, investors want to make informed sustainable choices regarding their consumption and investments. Many companies are trying to stay ahead of the curve by engaging in Corporate Social Responsibility. READ MORE

4. 23. 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

5. 24. “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

6. 25. 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