Essays about: "Swedish Fund Market"

Showing result 1 - 5 of 139 essays containing the words Swedish Fund Market.

1. 1. The Adoption of Artificial Intelligence in Swedish Funds

   University essay from Göteborgs universitet/Företagsekonomiska institutionen

   Author : Stephie Do; Tim Larsson; [2021-02-24]
   Keywords : Artificial intelligence; performance; funds; finance; asset management; portfolio theory; efficient market; behavioral finance.;

   Abstract : Fund managers have historically made use of traditional portfolio strategies such as Markowitz portfolio selection, as part of their decision making. But as the world has started to shift towards a more automated lifestyle, the question arises if fund management will follow. READ MORE

3. 2. The Best of Ideas Fund

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Benjamin Hausel; Carl Möllerström; [2021]
   Keywords : Concentration; diversification; active equity mutual funds; Jensen’s alpha; Sharpe-ratio; regression analysis; risk-adjusted return; best of ideas; Business and Economics;

   Abstract : We evaluated a sample of 78 diversified Actively Managed Equity Funds (AMEFs) with domestic holdings in Swedish stocks, in terms of historically risk-adjusted returns during the time period 2015-01-01 - 2019-12-31. Furthermore, we split our sample of AMEFs into two market capitalisation categories: Large/Mid-capitalisation (LMC) and Small/Mid- capitalisation (SMC). READ MORE

4. 3. A Wolf In Sheep's Clothing, A study about potential closet indexing in the Swedish equity mutual fund industry.

   University essay from

   Author : Philip Dufwa; Johan Johansson; [2020-08-20]
   Keywords : Active Share; Tracking error; Fund activity; Fees; Mutual funds; Closet indexing; Index hugging;

   Abstract : We measure the activity of Swedish domiciled equity mutual funds with Sweden as geographical investment universe, by calculating their active share with respect to major market indices like OMX30 GI and OMX Small Cap TR and retrieving tracking error and r-squared from Bloomberg. Afterwards we calculate the cost to investors by comparing the cost of investing in comparable explicit index funds and the cost of the closet indexers. READ MORE

5. 4. 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

6. 5. Facilitating Sustainable Investments - How the EU Taxonomy is expected to change the principal-agent relationship between fund managers and retail customers

   University essay from

   Author : Pontus Elmrin; Astrid Johansson; [2020-07-02]
   Keywords : Fund manager; Retail customer; Environmental Sustainability; Sustainability Investments; EU Taxonomy; Capital reallocation; Sustainable Development Goals Agenda; Principal-agent; Greenwashing;

   Abstract : There is currently an information asymmetry on the financial market, which has implications for the practice of greenwashing, hindering the capital allocation towards the Sustainable Development Goals. To fill this information gap, the EU Commission initiated the development of an EU Taxonomy - a standardized classification system to facilitate sustainable investments. READ MORE