Essays about: "active fund"
Showing result 11 - 15 of 89 essays containing the words active fund.
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11. It’s not easy being green : The challenges of the EU Taxonomy and an alignment with green bonds for the real estate sector in Sweden
University essay from KTH/Hållbar utveckling, miljövetenskap och teknikAbstract : Green bonds have been an essential financial instrument to fund sustainable projects. While green bonds fulfil a market need, they have also received critiques such as greenwashing and weak requirements. READ MORE
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12. Active versus Passive fund performance : A quantitative study in risk-adjusted return between actively and passively managed equity funds from 2010 until 2021 including the COVID-19 pandemic
University essay from Jönköping University/IHH, NationalekonomiAbstract : The following paper is a quantitative study that examine whether actively managed equity funds have a higher risk-adjusted return than index funds. The study uses the performance measurement Sharpe ratio to determine the risk-adjusted return for the funds. The time-period of the examination was between January 2010 until December 2021. READ MORE
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13. The Existence of Skilled Fund Managers: A Study on Actively Managed Mutual Funds in the US Market
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This paper uses a dataset of 19 689 domestic actively managed mutual funds in the US market during 1980-2020 to find the proportions of skilled- and unskilled funds. The method is based on the false discovery approach applied in a financial setting. We conclude that 58% of our sample are zero-alpha funds, 42% unskilled, and 0% skilled. READ MORE
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14. Applying Treynor-Black Model with AP7 Såfa in the Swedish Premium Pension System : To choose between active and passive portfolio management
University essay from Karlstads universitet/Handelshögskolan (from 2013)Abstract : Background: Since 1998 Sweden has individual accounts as a part of both public and occupational schemes (Sundén 2006). Yearly, 2,5% of the pensionable income is set aside to the premium pension (The Swedish Pension Agency 2021) Individuals are able to choose how the premiums should be paid in the system and in what way the money should be invested, either by choosing from the fund market or by refraining from making an active choice and instead let the Swedish pension agency management their money in the passive alternative called AP7 Såfa. READ MORE
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15. The Best of Ideas Fund
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : 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