Essays about: "Mutual Funds"
Showing result 1 - 5 of 219 essays containing the words Mutual Funds.
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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 finansieringAbstract : 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
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2. ESG Balancing the Books and the Planet: A Quantitative Analysis of Risk-Adjusted Returns in ESG and Traditional Funds
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : The demand for sustainable investment has increased in the last decade. “Environmental, Social and Governance” (ESG) are characteristics within sustainable investment and are commonly considered in private investing. READ MORE
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3. Market Value Implications of Increasing Passive Investing
University essay fromAbstract : This study examines if recent years’ popularity and large inflow of money to passive index funds have led to inflated prices in the Swedish equity market. The problem was investigated by studying the net fund flows to passive funds and comparing them to active funds over time to measure to what extent they affect the market price-to-earnings ratio. READ MORE
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4. The illiquidity exposure factor: An overlooked driver of mutual fund performance
University essay from Göteborgs universitet/Graduate SchoolAbstract : This paper examines if Swedish-focused mutual funds with more illiquid holdings produce higher alpha. By extending the classic Fama and French five-factor model, we pinpoint the effect of illiquidity in underlying holdings on mutual fund alpha generation through a two-step regression model with data between 2019-2022. READ MORE
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5. Do two heads think better than one? Risk Differences in Gender and Team vs. Single Managed Mutual Equity Funds in Sweden
University essay fromAbstract : This empirical study examines whether team or single-managed mutual equity funds in the Swedish fund market are more risk-prone conditionally on the management structure during the last five years (2018-2022). Additionally, the gender of each fund manager is analyzed in order to find answers regarding gender's risk approach in investment decisions. READ MORE