Essays about: "Index Fund"

Showing result 11 - 15 of 109 essays containing the words Index Fund.

  1. 11. Explaining the dynamics of exchange rate volatility

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Jacob Tjerneld; Hampus Lööw; [2022]
    Keywords : Exchange Rates; Volatility; GARCH; Heteroskedasticity; Time Series Analysis.; Business and Economics;

    Abstract : This research examines the volatility of the Swedish krona in regards to the Euro and US-dollar exchange rate, using both daily and monthly data ranging from the beginning of 2000 until 2022. Using this time span allows us to update previous literature on exchange rate volatility, and also incorporates recent economic events such as the great financial crisis of 2008, the 2020 covid-pandemic and the geopolitical uncertainty in Europe following Russia's invasion of Ukraine. READ MORE

  3. 12. Do Active Fund Managers Outperform their Peers? A Study of Active Management and Performance in the Swedish Mutual Fund Market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : William Levay; Karl Wallén; [2022]
    Keywords : Active Share; Tracking Error; Benchmark-Adjusted Return; Alpha; Benchmark Index;

    Abstract : Primarily, the purpose of this paper is to examine the relationship between active management and fund performance in the Swedish mutual fund market, 2010-2021. Two measures of active management are used: Active Share and Tracking Error. READ MORE

  4. 13. New kid on the block

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Eddie Hagberg; Philip Kristoffersson; [2022]
    Keywords : Sweden; IPOs; Short-Run Performance; Industry Peers; Stock Price Reaction;

    Abstract : We analyze the effect of completed initial public offerings (IPOs) on listed industry peers around the time of an IPO within the same industry, in the Swedish market. Providing evidence that industry peers experience negative stock price reaction, in relation to a comparable index, in the period before the IPO. READ MORE

  5. 14. Senior and the City

    University essay from KTH/Arkitektur

    Author : Rosanna Novo; [2022]
    Keywords : Senior citizen; Public space; City; the Flower fund; Södermalm;

    Abstract : Senior and the City investigate the question; what does it mean to age with dignity in the city? With recent years of pandemic precautions, as senior citizens were subdivided into a high-index group, a greater focus was set upon their living conditions due to the protection. The protective isolation bore discussions about loneliness and the value of social contact arose. READ MORE

  6. 15. Active versus Passive fund performance : A quantitative study in risk-adjusted return between actively and passively managed equity funds from 2010 until 2021 including the COVID-19 pandemic

    University essay from Jönköping University/IHH, Nationalekonomi

    Author : Albert Karlsson; Samuel Krantz; [2022]
    Keywords : ;

    Abstract : The following paper is a quantitative study that examine whether actively managed equity funds have a higher risk-adjusted return than index funds. The study uses the performance measurement Sharpe ratio to determine the risk-adjusted return for the funds. The time-period of the examination was between January 2010 until December 2021. READ MORE