Essays about: "Premium pension"

Showing result 21 - 25 of 31 essays containing the words Premium pension.

  1. 21. Competition in the Swedish mutual fund industry

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Henrik Andersson Vavrecka; Johan Gustafsson; [2014-06-24]
    Keywords : Premium pension system; mutual funds; competition;

    Abstract : The mutual fund industry plays an important role in the Swedish society where a part of the future income for all people is linked to the return of Swedish mutual fund industry and its assets. The purpose of this thesis is to investigate the competitiveness in the Swedish premium pension system. READ MORE

  3. 22. Active Share in the Swedish Premium Pension System : A Study on Mutual Fund Activity and Performance

    University essay from Företagsekonomi

    Author : Andreas Rönngren; Ding Xu; [2013]
    Keywords : Active Share; tracking error volatility; tracking error; fund performance; alpha; Swedish funds; fund return; mutual equity funds; CAPM; three-factor model; four factor model; pension; Swedish pension system; premium pension; Swedish premium pension system;

    Abstract : We investigate the activity and performance of 64 Swedish registered mutual equity funds available in the Swedish Premium Pension System from October 2002 to December 2011. Fund activity is measured by applying the holdings based analysis Active Share combined with Tracking Error Volatility (TEV). READ MORE

  4. 23. Mutual Fund Behavior in Volatile Markets - a Study of the Swedish Premium Pension System

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Carl Michael Tidebäck; Oscar Göransson; [2012]
    Keywords : Mutual funds; Volatility; Premium pension system; Active management; Closet indexing;

    Abstract : The Swedish Premium Pension system is constructed to allow investorsthe freedom to choose between a multitude of active and passive funds.Active funds carry higher fees in return for their activity while delivering meagre returns during the twelve years since the inception of the system. READ MORE

  5. 24. Does the Swedish premium pension provide the right incentives to its stakeholders?

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Jasper ter Laak; [2011]
    Keywords : PPM Incentives Investor Inattention Alphas; Performance CAPM Flow Fees TNA AUM;

    Abstract : This thesis specifically aims to investigate the Swedish Premium Pension system. An overview of the characteristics of the system and of the changes that have been made to the system during the last 10 years will be provided. Afterwards specifics of the system like the fee rebate (i.e. READ MORE

  6. 25. NOT THE SHARPEST TOOL IN THE BOX : A quantitative study of the reliability of the Sharpe ratio in a Bear market

    University essay from Handelshögskolan vid Umeå universitet

    Author : Wesley James Short; Jan Oskar Lind; [2010]
    Keywords : Sharpe ratio; PPM system; Normalized Sharpe ratio; Risk;

    Abstract : Our thesis was conducted through quantitative research on the validity of the Sharpe ratio as a performance measure in bear market conditions. Previous research had identified problems with mismatches in ranking due to Sharpe ratios rewarding unsystematic risk in funds. READ MORE