Essays about: "Treynor"

Showing result 1 - 5 of 45 essays containing the word Treynor.

  1. 1. Do actively managed Sweden funds yield higher return better than passively managed funds, during a volatile market, when taking risk into account?

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Allan Mohideen; Robin Lopes; [2023-08-25]
    Keywords : ;

    Abstract : This paper is examining if Swedish actively managed funds is creating more value for investors compared to Swedish index funds. The study is focused on the time period 2012-2022. Three risk-adjusted measurements are used to execute this mission. READ MORE

  3. 2. ESG and Fund Performance Comparing Funds with Different Strategic Benchmarks

    University essay from

    Author : Jesper Carlsson; Erik Olofsson; [2023-07-03]
    Keywords : ESG; Efficient Market Hypothesis; Risk-Adjusted Return; Strategic Benchmarks;

    Abstract : This thesis aims to identify if there is a positive relationship between ESG and fund performance, and if this relationship is different depending on the strategic benchmark of the funds and how they differ between the given strategic benchmark. Four groups of funds connected to a specific strategic benchmark are divided based on their ESG score into a high ESG score group and low ESG score group. READ MORE

  4. 3. Comparison of High ESG Portfolio Performance in Germany and Switzerland

    University essay from Göteborgs universitet/Graduate School

    Author : Nino Shakulashvili; Saud Talic; [2023-06-29]
    Keywords : ESG; Portfolio Performance; Fama French; Carhart; Risk Factors; Value; Size; Momentum; Germany; Switzerland;

    Abstract : This study focuses on the relationship between stock return performance and sustainability, the latter taking the form of the Environmental, Social, and Governance (ESG) framework. The paper provides a comparative setting in which stocks of companies headquartered in Germany and Switzerland are examined. READ MORE

  5. 4. The Performance of Growth Stocks Compared to Value Stocks : – A Study Conducted on the Swedish and Danish Stock Market

    University essay from Jönköping University/Internationella Handelshögskolan

    Author : Philip He Voong; Niels Larsen; [2023]
    Keywords : ;

    Abstract : Background: Most investors strive to achieve the same goal with their investments, maximize returns and profits. However, the approach deviates as there are many alternatives on the stock markets. Preferences such as the amount of risk also influences an investor’s selection of stocks. READ MORE

  6. 5. Exit vs. Voice

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Marcus Abbestam; [2023]
    Keywords : Sustainability; Active ownership; Divestment; Risk-adjusted performance; Funds; Business and Economics;

    Abstract : This thesis examines the relationship between fund performance and the choice of strategy when an invested asset is reclassified to a fund’s exclusion’s list. The two choices of strategy are divesting the asset or using active ownership methodology by communicating with the asset. READ MORE