Essays about: "fund manager"

Showing result 1 - 5 of 48 essays containing the words fund manager.

1. 1. 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

3. 2. Fund Managers' Awareness of Announcement Premiums: A Study on Fund Managers' Investment Decisions

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Thomas Paal; Anton Svensson; [2023]
   Keywords : Mutual Funds; Earnings Announcement Premium; Macroeconomic Announcement Premium; Decreasing Exposure; Fund Outflows;

   Abstract : In this paper, we interview fund managers of actively managed Swedish mutual funds to understand how they trade around earnings announcements. Based on an academic paper that we use as the basis for our paper, the authors of the paper find that fund managers on average tend to decrease their exposure to stocks ahead of earnings announcements, even though there is a significantly increased risk-reward and earnings announcement premium to earn ahead of the announcements. READ MORE

4. 3. Evaluating clustering techniques in financial time series

   University essay from Uppsala universitet/Avdelningen för systemteknik

   Author : Johan Millberg; [2023]
   Keywords : clustering; machine learning; financial time series; time series; unsupervised learning; cluster validation; cluster evaluation; klustring; klusteranalys; finansiella tidsserier; maskininlärning; klustervalidering; evalueringsteknik;

   Abstract : This degree project aims to investigate different evaluation strategies for clustering methodsused to cluster multivariate financial time series. Clustering is a type of data mining techniquewith the purpose of partitioning a data set based on similarity to data points in the same cluster,and dissimilarity to data points in other clusters. READ MORE

5. 4. Optimizing the Cash Reserve in a Portfolio of US Life Insurance Policies

   University essay from Linköpings universitet/Produktionsekonomi

   Author : Alva Happe; Wassim Seifeddine; [2022]
   Keywords : portfolio optimization; risk management; monte carlo; value at risk; life settlements; longevity risk; cash reserve; closed-end fund;

   Abstract : Hoarding a too large cash reserve is often unfavourable due to lost investment opportunities. Similarly, an insufficient cash reserve can be detrimental, as one might fail to meet payment obligations. Finding the optimal balance is nothing that is done in the blink of an eye, particularly when the underlying variable is stochastic, e.g. READ MORE

6. 5. Vad är ett hållbart investeringsobjekt? : en kvalitativ studie om vägledande principer för hållbara investeringar inom fondförvaltning.

   University essay from SLU/Dept. of Economics

   Author : Rasmus Larsen; Gabriel Rindberg; [2022]
   Keywords : Hållbar utveckling; hållbara investeringar; beslutsfattande; legitimitetsteori; rationell beslutsmodell; begränsad rationalitet; investeringsobjekt; ; legitimitet;

   Abstract : Världen står inför många utmaningar som exempelvis klimatförändringar, krig och miljöförstöring. Uppmaningar till globala åtgärder för att hantera dessa utmaningar framförs bland annat inom vetenskap, politik och samhälle. READ MORE