Essays about: "Mutual funds"

Showing result 1 - 5 of 189 essays containing the words Mutual funds.

  1. 1. Performance Evaluation of Swedish and German Actively Managed Mutual Funds

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Robin Cederdahl; Simon Olofsson; [2021-02-18]
    Keywords : ;

    Abstract : There are many studies examining the performance of actively managed mutual funds in different markets. The results of these studies vary depending on the used model and market. READ MORE

  2. 2. Morningstar Ratings, Mutual Fund Flows and Performance : Investigating the Swedish Domestic Fund Market

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : DAVID OHLSSON; [2021]
    Keywords : Morningstar Ratings; Mutual Funds; Fund Flows; Performance; Four-Factor Alpha; Sharpe Ratio; Morningstar Ratings; Fonder; Fondflöden; Prestanda; Carharts Alfa; Alfa; Sharpekvot;

    Abstract : Morningstar ratings are a popular way for investors to compare mutual funds. This thesis focuses on Swedish domestic equity funds. The relation of Morningstar ratings and fund flows was studied. Additionally, the short-term performance predictability using star ratings was investigated. READ MORE

  3. 3. The Performance of Socially Responsible Investments : Are Swedish mutual funds forced to pay a price for doing good?

    University essay from Jönköping University; Jönköping University

    Author : Gordon Molander; Carl Jönsson Asp; [2021]
    Keywords : SRI; ESG; Mutual Equity Funds; Conventional; Fund Performance; Portfolio Analysis;

    Abstract : The financial performance of Socially Responsible Investing (SRI) strategies is heavily debated in the modern age. Due to lack of evidence on Swedish SRI performance, Swedish investors are uncertain about placing their financial assets in these strategies as they are afraid expected to sacrifice their financial return for doing good. READ MORE

  4. 4. Dumb and Dumber: A Study of Capital Flows and Cross-sectional Mispricing

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Johanna Lindegren; Marcus Hober; [2021]
    Keywords : Mispricing; Pricing anomalies; Hedge funds; Mutual funds; Retail investors;

    Abstract : This study analyzes the role of smart money and dumb money in relation to cross-sectional mispricing of stocks, measured using eleven well-documented asset pricing anomalies. Further, we investigate whether dumber money is present in the market by examining the relationship between retail investor capital flows and mispricing in the cross section of stocks. READ MORE

  5. 5. 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 ekonomi

    Author : Gustaf Eklöw; Joel Wigsén; [2021]
    Keywords : Mutual Fund Performance; Skill; Active Management; Alpha;

    Abstract : 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