Essays about: "mutual fund markets"

Showing result 1 - 5 of 25 essays containing the words mutual fund markets.

1. 1. Does the Fee Affect the Performance of Real Estate Funds? : An Explanatory Study on the Swedish, Norwegian, Finnish Market

   University essay from Umeå universitet/Företagsekonomi

   Author : Nellie Rönnqvist; Oskar Vigren; [2023]
   Keywords : Mutual funds; Real estate funds; Annual fee; Risk-adjusted return; Real estate market; Investors; Performance; Diversification; Savings; Efficient Market Hypothesis; Relationship; Motive; Sweden; Norway; Finland;

   Abstract : Over the past decades, investing and saving in mutual funds has become a popular alternativefor generating returns. Interest continues to grow and is widespread among different types ofinvestors, ranging from small-scale savers to professional investors, as well as differentgeographic markets. READ MORE

3. 2. Asset Pricing in Different Periods of Stock Market Volatility : The Varied Effectiveness of Carhart's Four-Factor Model in the Swedish Market

   University essay from Umeå universitet/Företagsekonomi

   Author : Robin Munkhammar; Svensson Hampus; [2023]
   Keywords : Capital Asset Pricing Models; Carhart Four-Factor Model; Swedish Stock Market Volatility;

   Abstract : Investing in the Swedish stock market has over time proven to be an effective way to increase wealth. Nationally speaking, Sweden’s population is also one of the best in the world at investing their savings. Four out of five swedes invest at least some part of their private savings into mutual funds which approximately amounts to 8. READ MORE

4. 3. 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

5. 4. 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

6. 5. 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