Essays about: "mutual fund performance"

Showing result 1 - 5 of 103 essays containing the words mutual fund performance.

  1. 1. Ethical Fund Performance - A matched pair analysis of the Swedish fund market

    University essay from

    Author : Jesper Lundgren; Robin Olin; [2019-07-05]
    Keywords : ESG; Mutual funds; Swedish Fund Market;

    Abstract : This thesis investigates the effect of ethics on the performance of Swedish funds over the years 2009-2018. Through the use of environmental, social, and governance (ESG) score, this study distinguishes ethical funds from the less ethical funds. READ MORE

  2. 2. The Era of Socially Responsible Investing: Performance of Swedish Socially Responsible Funds During Market Crises

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Johan Skantz; Adam Björndal; [2019]
    Keywords : Socially responsible investing; Equity mutual funds; Market crises; Swedish fund market; Fund performance evaluation;

    Abstract : Using a unique dataset of 160 Swedish equity mutual funds over the 2000-2016 period, this paper provides a comprehensive analysis of the performance of socially responsible funds. Compared to characteristics-matched conventional funds, socially responsible funds outperform during periods of market crises. READ MORE

  3. 3. A Study on the Relationship Between a Mutual Fund’s Risk-Adjusted Return and Sustainability : Do Mutual Funds with High Sustainability Scores Outperform Those with Low Ones?

    University essay from KTH/Matematisk statistik; KTH/Matematisk statistik

    Author : Frida Värnlund; Max Bacco; [2019]
    Keywords : Applied mathematics; regression analysis; sustainability; mutual funds; Morningstar; Sharpe ratio; ESG; Tillämpad matematik; regressionsanalys; hållbarhet; fonder; Morningstar; riskjusterad avkastning; Sharpe ratio; ESG;

    Abstract : During the past few decades, social responsible investing (SRI) has rapidly grown to become a renowned investment strategy. Because of the contradictory findings on how successful this strategy is in terms of financial return, the aim of this thesis is to compare the performance of sustainable and conventional funds in four different geographical areas during the last three years. READ MORE

  4. 4. More Is Less - Scalability in Swedish Mutual Equity Funds

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Hanna Höije; Jesper Janson; [2019]
    Keywords : Sweden; Fund; Scalability; Investment Strategy; Size;

    Abstract : This thesis studies the relationship between fund size and performance of open-ended Swedish mutual equity funds between 2014-2019. The fund industry has been fast growing and the landscape has changed with extensive inflows and ever larger funds. READ MORE

  5. 5. Socially responsible investing : The relationship between financial performance and SRI strategies of mutual funds

    University essay from Uppsala universitet/Företagsekonomiska institutionen; Uppsala universitet/Företagsekonomiska institutionen

    Author : Chenjie Lu; Iida Sällinen; [2019]
    Keywords : Socially Responsible Investing; SRI mutual funds; Sustainability; SRI screening; Active ownership; Mutual fund performance;

    Abstract : Social responsibility has gained popularity during the past few years, and one aspect of it is what benefits and costs it brings to a socially responsible investor. The purpose of this study is to examine whether different SRI strategies used by mutual funds are related to financial performance. READ MORE