Essays about: "Marta Khomyn"

Found 1 essay containing the words Marta Khomyn.

  1. 1. Sustainable Mutual Fund Performance and Investment Style: Evidence from Sweden

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Alice Nyman; Marta Khomyn; [2016]
    Keywords : Mutual Funds; Performance Evaluation; Style Analysis; Performance Attribution Models; Sustainable Investing;

    Abstract : This paper analyzes differences in performance and investment style between the most and least sustainable open-end mutual funds. We investigate Swedish funds using four different factor models, and find no significant difference in risk-adjusted returns (alphas) between funds with high sustainability ratings and those with low ratings for the 2011-2016 period. READ MORE