Essays about: "large-cap funds"

Showing result 1 - 5 of 14 essays containing the words large-cap funds.

  1. 1. How to choose green?

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Adrian Thureborn; Jakob Ödman; [2022-02-28]
    Keywords : ;

    Abstract : This paper investigates if there is any difference between active managed funds and passive managed funds in regard to their risk-adjusted return. The thesis focuses on Swedish sustainable funds that invest in accordance with the ESG (environmental, governance and social) criteria during the time period 2011-2021. READ MORE

  3. 2. ESG and Risk-Adjusted Performance : A study on equity funds under Swedish management during the COVID-19 pandemic

    University essay from Södertörns högskola/Nationalekonomi

    Author : Clarissa Mao; Jawid Safa; [2022]
    Keywords : Socially responsible investment; ESG; Risk-adjusted performance; portfolio risk and standard deviation;

    Abstract : This research study examines the risk-adjusted performance and portfolio risk of 60 large cap equity funds - mutual funds - under Swedish management. These funds apply environmental, social and governance criteria in their investment strategies. READ MORE

  4. 3. Downside deviation as a measure of identifying underperforming assets

    University essay from KTH/Skolan för teknikvetenskap (SCI)

    Author : Alfred Askeljung; Andreas Möller; [2020]
    Keywords : ;

    Abstract : Quantitative approaches to achieving excess return are becoming increasingly popular as computational capabilities increase. Today, the main issue at hand is the development of accurate and reliable models for predicting the return of individual instruments. READ MORE

  5. 4. Momentum Strategy on the Swedish Large-Cap Market. : An Empirical Study of the Momentum Strategy on OMXS30

    University essay from Stockholms universitet/Finansiering

    Author : Oskar Hektor; Erik Ellborg Hansson; [2018]
    Keywords : Momentum Strategy; Empirical Finance;

    Abstract : This year (2018), it is 25 years since the Momentum Strategy was first scientifically described. Despite this, the cause of the effect has not surely been concluded although it has been empirically studied in several previous studies. It has been shown to be valid for different kinds of assets. READ MORE

  6. 5. 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