Essays about: "Single-Index Model"

Showing result 1 - 5 of 11 essays containing the words Single-Index Model.

  1. 1. Environmental performance and sovereign bond yields: Evidence from emerging markets

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Kristin Unga; [2023]
    Keywords : sovereign yields; environmental performance; principal component analysis; Business and Economics;

    Abstract : This thesis analyses if investors price a country’s environmental (E) performance into sovereign bond yields. The sample consists of 17 emerging countries from 2011 to 2020. READ MORE

  3. 2. Active fund management or passive index cruising?

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Joel Johansson; Gustav Osbeck; [2020-08-07]
    Keywords : ;

    Abstract : How should an investor pick funds to invest in? What is the best strategy, picking active or passive funds? It’s hard to navigate the fund landscape when there is ambiguous evidence and advice coming from different directions. Do fund managers outperform the market and passive funds? Do they bring something extra of value to the table in regards to their high management fees? The question seems almost age-old at this point, from dart throwing monkeys outperforming high profile fund managers to famous investors proclaiming that active fund management is dead, it’s hard to know what is really true about active versus passive fund management. READ MORE

  4. 3. The difference in risk adjusted performance between socially responsible and conventional equity mutual funds - Evidence from Sweden

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Sebastian Alm; Otilia Esping; [2020-07-01]
    Keywords : ;

    Abstract : This thesis aims to study the difference in risk-adjusted performance between socially responsible (SR) and conventional equity mutual funds from a Swedish perspective. The study uses mutual fund data from the time-period January 2010 to January 2020. READ MORE

  5. 4. Socially Responsible Investments : Are investors paying a price for investing ethically?

    University essay from

    Author : Ulrica Arvidsson; Ebba Ljungbergh; [2015]
    Keywords : Socially Responsible Investments SRI ; Ethical investments; Performance evaluation; Risk-adjusted performance; Carhart s four-factor model; Mutual funds;

    Abstract : The aim of this study is to evaluate the difference in performance and management fees between ethical and conventional mutual funds registered in Sweden. Our dataset consists of 49 ethical and 254 conventional funds, estimated on a 10-year period of time between January 2005 to January 2015. READ MORE

  6. 5. Good For Goodness Sake? An evaluation of the performance of ethical funds in Sweden

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Linn Egeland; Linnea Jahnson; [2015]
    Keywords : Performance evaluation; Ethical investments; Mutual funds; Socially responsible investing;

    Abstract : Using a survivorship-bias free dataset, the fund performance and market timing of 95 Swedish ethical mutual funds and 237 conventional mutual funds between 2004 and 2014 is compared in order to investigate if there is an additional cost associated with ethical investments. For the evaluation of fund performance the CAPM single-index model as well as the Carhart (1997) 4-factor model is applied. READ MORE