Essays about: "Nordic equity mutual fund performance"

Found 4 essays containing the words Nordic equity mutual fund performance.

  1. 1. 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 from

    Author : Olle Fröling; Olle Wingstrand; [2022-06-29]
    Keywords : Equity Mutual Funds; Decreasing Returns to Scale; Alpha; Fund Skill; Fama-French Five-Factor Model; Nordic Equity Funds; Asian Equity Funds; Fixed Effects;

    Abstract : 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

  3. 2. The older the fiddle, the sweeter the tune? A study of the relationship between age and performance of actively managed Nordic equity mutual funds

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Gabriel Yousef; Henning Elmberger; [2017]
    Keywords : Age and performance; Nordic equity mutual fund performance;

    Abstract : This paper studies the relationship between the performance and the age of equity mutual funds in the Nordics. This is an important question because most institutional investors require funds to have existed for at least two to three years before investing in them. READ MORE

  4. 3. Asset Composition and Performance of Swedish Listed Mutual Funds

    University essay from Umeå universitet/Företagsekonomi

    Author : Fargol Javidfar; Zhiwen Luo; [2014]
    Keywords : Swedish listed mutual funds; Asset class; Geographic exposure; Top-ten holdings; Passive sub-portfolio; Jensen’s Alpha; Treynor ratio; Fund risk-adjusted performance.;

    Abstract : Fund investments are very popular in Sweden. However, we have the impression that despite this popularity, the average fund investor in Sweden does not pay much attention to the importance and possible link of fund’s asset composition features (e.g. Asset class, Holdings, and Geo-exposure) to fund’s performance. READ MORE

  5. 4. Sizing up Your Portfolio Manager: Mutual Fund Activity & Performance in Sweden

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Lars Gustafsson; Vincent Aldevinge; [2012]
    Keywords : Active Share; Tracking error; Active management; Mutual fund performance; Performance persistence;

    Abstract : We examine the characteristics of active management and its effects on performance among Swedish equity mutual funds investing in the Nordic region. In line with Fama (1972), we consider stock selection and factor timing to distinguish between different aspects of active management. READ MORE