Essays about: "Mikaela Hildén"

Found 1 essay containing the words Mikaela Hildén.

  1. 1. Superior Fund Performance by Exclusion. Does an Exclusion and Norms-Based Strategy Enhance Performance for Socially Responsible Retail Investors?

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Mikaela Hildén; Fredrik Olsson Stenkil; [2014-07-04]
    Keywords : Socially Responsible Investing; Mutual Fund Performance; Environmental; Socal and Governance ESG Analysis; Ethical Investments; Exclusion-and Norms-Based Screening; Stustainablility;

    Abstract : The study examines whether there is a significant relationship between risk-adjusted returns and the intensity of exclusion and norms-based screening. The approaches to socially responsible investing adopted by mutual funds in the Swedish premium pension system are quantified and the monthly performances over the three year period March 2011 – March 2014 are estimated with Jensen’s alpha, Carhart’s four-factor alpha and the Sharpe ratio. READ MORE