Essays about: "Mutual funds characteristics"
Showing result 1 - 5 of 22 essays containing the words Mutual funds characteristics.
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1. 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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2. Skill, Scale and Investor Return in Established and Emerging Markets - An empirical study of equity mutual fund performance between markets with contrasting characteristics
University essay fromAbstract : In this report we empirically analyze the effects of returns to scale for equity mutual funds in the Nordic and Asian regions. We also investigate whether or not funds generate alpha (i.e., have skill). READ MORE
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3. Light Green is the New Black: The EU SFDR as a Driver for Greenwashing in the Mutual Fund Industry?
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : In March 2021, the European Commission enacted the Sustainable Finance Disclosure Regulation (SFDR), which requires mutual fund managers in the EU to disclose ESG-relevant information and to classify their products either as light green (Art. 8), dark green (Art. 9), or others (Art. 6). READ MORE
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4. The Existence of Skilled Fund Managers: A Study on Actively Managed Mutual Funds in the US Market
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This paper uses a dataset of 19 689 domestic actively managed mutual funds in the US market during 1980-2020 to find the proportions of skilled- and unskilled funds. The method is based on the false discovery approach applied in a financial setting. We conclude that 58% of our sample are zero-alpha funds, 42% unskilled, and 0% skilled. READ MORE
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5. Are Women the Real Alpha Males? Gender differences through the lense of performance and risk in the Swedish mutual fund industry
University essay from Göteborgs universitet/Graduate SchoolAbstract : This master thesis examines gender differences between Swedish mutual fund managers concerning fund performance and risk behavior. The examined period extends from January 2015 to December 2019 and the data consist of 421 mutual equity funds of which 17% are mutual funds’ managed by females. READ MORE