Essays about: "characteristics fund risk"

Showing result 11 - 15 of 33 essays containing the words characteristics fund risk.

  1. 11. The Era of Socially Responsible Investing: Performance of Swedish Socially Responsible Funds During Market Crises

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Johan Skantz; Adam Björndal; [2019]
    Keywords : Socially responsible investing; Equity mutual funds; Market crises; Swedish fund market; Fund performance evaluation;

    Abstract : Using a unique dataset of 160 Swedish equity mutual funds over the 2000-2016 period, this paper provides a comprehensive analysis of the performance of socially responsible funds. Compared to characteristics-matched conventional funds, socially responsible funds outperform during periods of market crises. READ MORE

  3. 12. Rohingya Refugee and Humanitarian Crisis: Synergies within Bangladesh Government and Humanitarian community (Case study: WASH for Rohingya Refugees)

    University essay from Lunds universitet/Avdelningen för Teknisk vattenresurslära

    Author : MD Mostafizur Rahman; [2019]
    Keywords : Key words: Rohingya Refugee; Humanitarian Crisis; WASH; Synergies; Humanitarian Community.; Technology and Engineering;

    Abstract : Humanitarian Crisis is an alarming problem throughout the world. Bangladesh also is undergoing Rohingya refugee crisis with grave severity and challenges. Over 1 million Rohingya people have been settled over the top of hills, living without inadequate WASH facilities. READ MORE

  4. 13. On fees and performance in the premium pension system : A study of the determinants of mutual fund fee and risk-adjusted return within the Swedish premium pension system

    University essay from Umeå universitet/Företagsekonomi

    Author : Hanna Larsson; Daniel Gustafsson; [2017]
    Keywords : pension; fee; size; performance; active management;

    Abstract : Pension is a subject that soon or later affects all individuals in society. Within the premium pension system mutual fund fees are an important factor to consider since it can erode savings. This study investigates fees and performance of all mutual funds that existed in the premium pension system (PPS) between 2004 and 2016. READ MORE

  5. 14. Unbundled costs of transactions and external research as characteristics of actively managed Swedish mutual funds

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Tim Floderus; Hemming Svensson; [2017]
    Keywords : mutual fund performance; MiFID II; sell-side research; unbundling; best execution;

    Abstract : Using a unique dataset of 85 actively managed Swedish mutual funds investing in the Swedish equity markets, we study fund characteristics regarding cost structures. We find that the highest spenders on external research are large cap funds not managed by banks. READ MORE

  6. 15. Structural Modelling of Credit Spreads on the European Bond Market: An Empirical Study

    University essay from Lunds universitet/Matematisk statistik

    Author : Marcus Zethraeus; Magnus Roos; [2017]
    Keywords : Structural models; Merton model; Black Cox model; European corporate bond spreads; Mathematics and Statistics;

    Abstract : This thesis empirically tests the explanatory power of structural models on the European corporate bond market. Using new evaluation methods, including LASSO and gradient boosting regression, we can provide an in-depth assessment of the models’ shortcomings. READ MORE