Essays about: "mutual Fund"

Showing result 16 - 20 of 194 essays containing the words mutual Fund.

  1. 16. Skill, Scale and Investor Return in Established and Emerging Markets - An empirical study of equity mutual fund performance between markets with contrasting characteristics

    University essay from

    Author : Olle Fröling; Olle Wingstrand; [2022-06-29]
    Keywords : Equity Mutual Funds; Decreasing Returns to Scale; Alpha; Fund Skill; Fama-French Five-Factor Model; Nordic Equity Funds; Asian Equity Funds; Fixed Effects;

    Abstract : In this report we empirically analyze the effects of returns to scale for equity mutual funds in the Nordic and Asian regions. We also investigate whether or not funds generate alpha (i.e., have skill). READ MORE

  3. 17. Exploring Net Inflows in Securities Trading - Analysing Which Factors Contribute the Most to Net Inflows for a Swedish Niche Bank

    University essay from KTH/Matematisk statistik

    Author : Carl-Johan Fröling; Vilhelm Wilén; [2022]
    Keywords : regression analysis; multiple linear regression; net inflows; niche bank; mutual funds; stocks; bachelor thesis; regressionsanalys; multipel linjär regression; nettoflöden; nischbank; fond; fonder; aktie; aktier; kandidatexamensarbete; kandidatexamensuppsats;

    Abstract : This thesis examines which factors drive overall net inflows to a Swedish niche bank. It further investigates whether these factors are the same or different from the factors that drive net inflows to mutual funds as well as shares. READ MORE

  4. 18. Do investors care about ESG when markets turn sour? Evidence from the mutual fund industry during the COVID-19 crisis

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Marlene Rosenberger; Mohammed Albarbari; [2022]
    Keywords : ESG investing; Sustainable investment; Mutual fund flows; Mutual fund returns; COVID-19 crisis;

    Abstract : This thesis empirically examines the effect of the sustainability rating on sustainable fund returns and fund flows to gain a better understanding of the motivation underlying sustainable investing. By conducting panel regression analyses as well as Difference in Difference analyses on a selected sample of EU equity funds, we show that under normal market conditions sustainable funds outperform conventional funds. READ MORE

  5. 19. Active versus passive: Does increased investments in passive funds have an effect on active fund performance?

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Elliot Corell; Jacob Hjelmstedt; [2022]
    Keywords : Index fund; Mutual fund; Passive investment; Active investment; Alpha;

    Abstract : In recent decades, there has been a shift towards investing in passively managed funds. Grossman and Stiglitz (1980) describe in their theoretical paper how the share of uninformed investors is positively correlated to the utility of being informed. READ MORE

  6. 20. Do Active Fund Managers Outperform their Peers? A Study of Active Management and Performance in the Swedish Mutual Fund Market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : William Levay; Karl Wallén; [2022]
    Keywords : Active Share; Tracking Error; Benchmark-Adjusted Return; Alpha; Benchmark Index;

    Abstract : Primarily, the purpose of this paper is to examine the relationship between active management and fund performance in the Swedish mutual fund market, 2010-2021. Two measures of active management are used: Active Share and Tracking Error. READ MORE