Essays about: "Green and Brown Funds"

Found 3 essays containing the words Green and Brown Funds.

  1. 1. Do Swedish fund managers create value? A study on the skill of fund managers of actively managed Swedish funds

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Charlie Blidén; Christoffer Wielbass; [2024]
    Keywords : Managerial Skill; Mutual Funds; Value Added; Crisis and No-Crisis; Green and Brown Funds;

    Abstract : This thesis investigates the performance and skill of fund managers in the Swedish mutual fund industry, challenging the traditional view that actively managed funds underperform the market. Utilizing a novel approach, the study defines skill as 'realized value added', which incorporates gross alpha and assets under management. READ MORE

  3. 2. Sustainable Investments in Times of Crisis

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Anton Johanson; Tobias Persson; [2023]
    Keywords : Funds value added; Gross and net alpha; Covid-19; ESG; Green and Brown funds;

    Abstract : This paper examines the effect of Covid-19 on green and brown funds in the Swedish Premium Pension System (PPS). We apply the methodology derived in Berk and van Binsbergen (2015) in a difference-in-difference model with time-fixed effects to estimate the average effect of Covid-19 on green funds for both value added and conventional alpha measures. READ MORE

  4. 3. Sustainable Investing: Effects on Portfolio Returns and Risk in a Nordic Setting

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Max Junestrand; Benjamin Wahlstedt; [2022]
    Keywords : ESG; Sustainable Finance; Corporate Social Responsibility; SRI; Sustainability Rating;

    Abstract : ESG investing has gone from niche to mainstream, with the total AUM assigned to ESG-tilted portfolios growing by the day. The objective of this paper is to understand how the return and risk performance of Nordic mutual and exchange-traded funds differ based on sustainability ratings, as there is no consensus in the risk/reward payoff in ESG investing. READ MORE