Essays about: "Swedish ethical fund"

Showing result 11 - 15 of 19 essays containing the words Swedish ethical fund.

1. 11. Superior Fund Performance by Exclusion. Does an Exclusion and Norms-Based Strategy Enhance Performance for Socially Responsible Retail Investors?

   University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Author : Mikaela Hildén; Fredrik Olsson Stenkil; [2014-07-04]
   Keywords : Socially Responsible Investing; Mutual Fund Performance; Environmental; Socal and Governance ESG Analysis; Ethical Investments; Exclusion-and Norms-Based Screening; Stustainablility;

   Abstract : The study examines whether there is a significant relationship between risk-adjusted returns and the intensity of exclusion and norms-based screening. The approaches to socially responsible investing adopted by mutual funds in the Swedish premium pension system are quantified and the monthly performances over the three year period March 2011 – March 2014 are estimated with Jensen’s alpha, Carhart’s four-factor alpha and the Sharpe ratio. READ MORE

3. 12. Investing in CSR targeted funds : A study of the Swedish CSR fund industry and its potential problems

   University essay from KTH/Industriell produktion

   Author : Anton Fröling; Johan Källmark; [2013]
   Keywords : ;

   Abstract : In this paper qualitative research has been done in order to identify current problems with investing in corporate social responsibility (CSR) funds. There are several reasons to why this is an important subject. READ MORE

4. 13. Etiska fonder : skiljer sig avkastningen åt mellan etiska och traditionella fonder?

   University essay from SLU/Dept. of Economics

   Author : Anders Gräns; Martin Lööf; Nils Wagenius; [2013]
   Keywords : risk; matched-pair analysis; CAPM; t-test; investeringar;

   Abstract : Eftersom det råder osäkerhet kring hur avkastningen mellan etiska och traditionella fonder skiljer sig åt på den svenska marknaden, undersöker uppsatsen detta förhållande. Jämförelsen består av åtta fonder, där de fyra fonder är etiska och fyra fonder är traditionella. READ MORE

5. 14. Ethical Funds' Performance

   University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Author : Ida Ottersten; Evelina Östholm; [2012-04-16]
   Keywords : Ethical fund; Mutual fund; Significance level; Sharpe ratio; Treynor ratio; CAPM; Single Index Model;

   Abstract : This thesis provides an explanation of how well ethical funds perform in relation to a suitable market index and it also evaluates which bank in Sweden has the best performing Swedish ethical fund as well as the best performing Global ethical fund, between 2008 and 2011. Furthermore, it investigates if the funds are significantly different from the market index or not, by a reliable statistical method. READ MORE

6. 15. Performance Evaluation of Swedish Ethical and Non-Ethical Funds

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Elin Eliasson; Beatrice Tengblad; [2010]
   Keywords : Performance Evaluation; Mutual Funds; Ethical Funds; Portfolio Change Measure of Performance; SRI;

   Abstract : In this thesis we investigate whether there is a difference in performance between Swedish ethical and non-ethical funds. We use the Portfolio Change Measure of Performance developed by Grinblatt and Titman (1993) which is based on fund holdings and Jensen’s alpha obtained from the CAPM on an index level and on a fund level. READ MORE