Essays about: "Swedish equity mutual funds"

Showing result 1 - 5 of 58 essays containing the words Swedish equity mutual funds.

  1. 1. Market Value Implications of Increasing Passive Investing

    University essay from

    Author : Andreas Gegerfelt; Elsa Olsson; [2023-07-07]
    Keywords : Passive investing; passive investment bubble; active investing; price-to-earnings ratio; Swedish equity market;

    Abstract : This study examines if recent years’ popularity and large inflow of money to passive index funds have led to inflated prices in the Swedish equity market. The problem was investigated by studying the net fund flows to passive funds and comparing them to active funds over time to measure to what extent they affect the market price-to-earnings ratio. READ MORE

  3. 2. Do two heads think better than one? Risk Differences in Gender and Team vs. Single Managed Mutual Equity Funds in Sweden

    University essay from

    Author : Zelda Harbecke; Hanna Kyséla; [2023-06-29]
    Keywords : ;

    Abstract : This empirical study examines whether team or single-managed mutual equity funds in the Swedish fund market are more risk-prone conditionally on the management structure during the last five years (2018-2022). Additionally, the gender of each fund manager is analyzed in order to find answers regarding gender's risk approach in investment decisions. READ MORE

  4. 3. Do ESG investors pay a price for doing good - A matched pair analysis of the Swedish fund market.

    University essay from

    Author : Edvin Andersson; Albin Dahlin; Morgan Thisted; [2022-07-11]
    Keywords : ESG; sustainability; Sweden; ESG funds; conventional funds; financial performance; matched pair analysis;

    Abstract : In this thesis we examine the financial performance of Swedish mutual equity funds. We look at differences between sustainable, defined as ESG, and conventional funds. The financial performance is examined using the Capital Asset Pricing Model, the Fama-French three-factor model and Carhart’s four-factor model. READ MORE

  5. 4. Do Active Fund Managers Outperform their Peers? A Study of Active Management and Performance in the Swedish Mutual Fund Market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : William Levay; Karl Wallén; [2022]
    Keywords : Active Share; Tracking Error; Benchmark-Adjusted Return; Alpha; Benchmark Index;

    Abstract : Primarily, the purpose of this paper is to examine the relationship between active management and fund performance in the Swedish mutual fund market, 2010-2021. Two measures of active management are used: Active Share and Tracking Error. READ MORE

  6. 5. ESG and Risk-Adjusted Performance : A study on equity funds under Swedish management during the COVID-19 pandemic

    University essay from Södertörns högskola/Nationalekonomi

    Author : Clarissa Mao; Jawid Safa; [2022]
    Keywords : Socially responsible investment; ESG; Risk-adjusted performance; portfolio risk and standard deviation;

    Abstract : This research study examines the risk-adjusted performance and portfolio risk of 60 large cap equity funds - mutual funds - under Swedish management. These funds apply environmental, social and governance criteria in their investment strategies. READ MORE