Essays about: "equity risk"

Showing result 1 - 5 of 427 essays containing the words equity risk.

  1. 1. Navigating Private Equity Dynamics: An Agency Theory Perspective

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Andrea Bottinelli; [2024]
    Keywords : Private Equity Dynamics; Agency Theory; Market Evolution; Macroeconomic Impact; Co-investments;

    Abstract : The essence of the private equity industry lies in the intricate relationship between Limited Partners (LPs) and General Partners (GPs), intertwining financial elements with human interactions. This thesis employs agency theory to dissect the behaviors of the principal (LP) and the agent (GP), providing a comprehensive exploration of the current private equity landscape and impending market evolution. READ MORE

  3. 2. The Sustainable Era - The Excess Return on Swedish Sustainable Global Equity Funds

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Kristoffer Holmgren; Måns Hurtigh; [2023-07-03]
    Keywords : Fama-French; ESG; Morningstar; Morningstar Globe Rating; funds; global equity funds; sustainability; excess return;

    Abstract : This thesis explores the relationship between the performance of Swedish global equity funds and the level of sustainability, as measured by the Morningstar Globe Rating, using a Fama-French six-factor model, globe rating categories, and time effects. Treating the Morningstar Globe Rating as a time-invariant variable, a sample of 80 Swedish global equity funds are divided into two sustainability groups, ‘Low’ and ‘High’, grouping funds with 1-3 globes into a reference group. READ MORE

  4. 3. Pursuit of Excess Returns: Deciphering Performance in European Buyout Funds A Detailed Exploration of Relative Returns and Their Determinants

    University essay from Göteborgs universitet/Graduate School

    Author : Gustav Blomdahl; Erik Hillestad Andréasson; [2023-06-29]
    Keywords : ;

    Abstract : This paper investigates the relative performance of European buyout funds compared to public markets. Using a sample of mature buyout funds, obtained from European limited partners, with vintages between 1995 and 2013, we find that a European buyout fund, on average, outperforms the STOXX Europe 600 index by 52% over its lifetime. READ MORE

  5. 4. 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

  6. 5. Unveiling the Relevancy of Momentum Strategies- A study on the Swedish Equity Market

    University essay from Göteborgs universitet/Graduate School

    Author : Oscar Bodin; Pär Börjeson; [2023-06-29]
    Keywords : ;

    Abstract : This study investigates the performance of the traditional return momentum strategy and the residual momentum strategy on the Swedish market over the period 1990 to 2022. The residual momentum strategy show higher risk-adjusted return compared to the traditional return momentum strategy in equally weighted portfolios, and the opposite in value-weighted portfolios. READ MORE