Essays about: "management thesis on mutual fund"

Showing result 1 - 5 of 21 essays containing the words management thesis on mutual fund.

  1. 1. Do Swedish fund managers create value? A study on the skill of fund managers of actively managed Swedish funds

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Charlie Blidén; Christoffer Wielbass; [2024]
    Keywords : Managerial Skill; Mutual Funds; Value Added; Crisis and No-Crisis; Green and Brown Funds;

    Abstract : This thesis investigates the performance and skill of fund managers in the Swedish mutual fund industry, challenging the traditional view that actively managed funds underperform the market. Utilizing a novel approach, the study defines skill as 'realized value added', which incorporates gross alpha and assets under management. READ MORE

  2. 2. FEES IN SUSTAINABLE MUTUAL FUNDS : The relationship between the return on sustainable mutual funds and the total expense ratio in the U.S. and Sweden

    University essay from Umeå universitet/Företagsekonomi

    Author : Jonas Cheraghi; Adam Sundqvist; [2022]
    Keywords : Sustainable mutual funds; Mutual funds; Total expense ratio; Sustainable investing; Effective market hypothesis; Modern portfolio theory; Sharpe ratio; Tracking error; ESG; Management fee; EIKON; Sweden; USA;

    Abstract : This thesis investigates the relationship between the total expense ratio and the 5-year performance to last month for sustainable mutual funds registered in Sweden and the United States. The increasing amount of mutual funds and the shift towards sustainability in the society gives cause to study the relationship between the total expense ratio and the performance of sustainable mutual funds rather than conventional mutual funds. READ MORE

  3. 3. Morningstar Ratings, Mutual Fund Flows and Performance : Investigating the Swedish Domestic Fund Market

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : DAVID OHLSSON; [2021]
    Keywords : Morningstar Ratings; Mutual Funds; Fund Flows; Performance; Four-Factor Alpha; Sharpe Ratio; Morningstar Ratings; Fonder; Fondflöden; Prestanda; Carharts Alfa; Alfa; Sharpekvot;

    Abstract : Morningstar ratings are a popular way for investors to compare mutual funds. This thesis focuses on Swedish domestic equity funds. The relation of Morningstar ratings and fund flows was studied. Additionally, the short-term performance predictability using star ratings was investigated. READ MORE

  4. 4. 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)

    Author : Albin Tyllgren; [2021]
    Keywords : Index Funds; Mutual Funds; Premium Pension System; Treynor-Black Model;

    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

  5. 5. Are Mutual Fund Managers’ Compensation Reasonable In Relation To Their Contributions? : - A study regarding actively managed mutual funds

    University essay from Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)

    Author : Maximiliam Nilsson; Gusten Hansson; [2020]
    Keywords : Mutual funds; Actively managed funds; Risk-adjusted performance; Outperformance; Compensation structure; Performance-based compensation; Incentives; Fund inflows; Panel data;

    Abstract : This thesis aims to investigate fund managers salaries in relation to their contributions. The study is conducted on the Swedish fund market under a period over five years, 2014-2018, and include 332 funds. The result observed shows a positive relation between salaries and risk-adjusted performance. READ MORE