Essays about: "Fund"

Showing result 1 - 5 of 543 essays containing the word Fund.

  1. 1. The Effect of ESG on a Global Fund Market - Integrating Environmental, Social and Governance (ESG) in the investment strategy: A Global Market Research

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Hanna Björkman; Michael Erlandsson; [2019-07-12]
    Keywords : ESG; global funds; environmental responsibility; social responsibility; corporate governance; responsible investments; impact investments; Morningstar;

    Abstract : This paper investigates the different performances of global funds when implementing an ESG-strategy during the period 2013 to 2018. Using the from Morningstar Direct, consisting of return, Morningstar Sustainability Rating, Morningstar Portfolio Sustainability Score, Portfolio Controversy level and Environmental-, Social-, and Governance- Score, we conduct the regression analysis using the Fama French Carhart model. READ MORE

  2. 2. Ethical Fund Performance - A matched pair analysis of the Swedish fund market

    University essay from

    Author : Jesper Lundgren; Robin Olin; [2019-07-05]
    Keywords : ESG; Mutual funds; Swedish Fund Market;

    Abstract : This thesis investigates the effect of ethics on the performance of Swedish funds over the years 2009-2018. Through the use of environmental, social, and governance (ESG) score, this study distinguishes ethical funds from the less ethical funds. READ MORE

  3. 3. Does ETF Ownership Increase Stock Volatility?

    University essay from

    Author : Daniel Bysted; John Lundkvist; [2019-07-05]
    Keywords : Exchange Traded Fund; Stock Volatility; EFT ownership; Arbitrage;

    Abstract : Exchange Traded Funds (ETFs) are supposed to be priced equal to the net asset value of their underlying stocks, if not, opportunities of arbitrage occur and are quickly corrected by arbitrageurs. When a demand or liquidity shock hits the ETF market, the price of the underlying stocks are affected due to arbitrage trading. READ MORE

  4. 4. Optimal financial resources for Central Counterparties: Introducing default dependence of clearing members: a mixed binomial approach

    University essay from Göteborgs universitet/Graduate School

    Author : Leonardo Di Geronimo; [2019-07-02]
    Keywords : Central Counterparties; Risk Management; Merton Model; Mixed Binomial Model; Merton Mixed Binomial Model; Initial Margin; Default Fund;

    Abstract : MSc in Finance.... READ MORE

  5. 5. Modeling the evolution of market uncertainty- Hedge Fund returns and Volatility of Aggregate Volatility within a dynamic perspective

    University essay from Göteborgs universitet/Graduate School

    Author : Annalisa Caros; [2019-07-02]
    Keywords : ;

    Abstract : MSc in Finance.... READ MORE