Essays about: "mutual fund performance"

Showing result 1 - 5 of 100 essays containing the words mutual fund performance.

  1. 1. 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

  2. 2. 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

  3. 3. The Value of Experience in Actively Managed Mutual Funds

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Viktoria Lyttkens; Michael Bozyel; [2019]
    Keywords : Active Management; Active Share; Manager Experience; Manager Tenure; Mutual Fund Performance;

    Abstract : In this paper we investigate the relationship between active management, manager experience and fund performance among Swedish all-equity mutual funds between 2003 and 2016. To measure different aspects of active management we combine two measures of active management-active share and tracking error-similar to Cremers and Petajisto (2009). READ MORE

  4. 4. Expert Illusion - Evaluating Persistence in Mutual Fund Performance

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Jacob Magnusson; [2018]
    Keywords : Spearman s coefficient; contingency tables; performance persistence; Alpha; Business and Economics;

    Abstract : This study evaluates mutual fund performance persistence using contingency tables and Spearman's rank correlation. Performance is measured with alpha. The results from evaluating 1248 US mutual funds in the period 2005-2017 indicate that one-year performance persistence does not exist. READ MORE

  5. 5. The Importance of Size: An examination of the effect of size and the prevalence of skill in Swedish mutual funds

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Ludwig Schönbeck; [2018]
    Keywords : mutual funds; size; performance; luck; skill; Business and Economics;

    Abstract : In this thesis, I examine the relation between size and performance in Swedish equity mutual funds during the period 2010 – 2017. The thesis is divided into two main parts with the first part investigating the relation between size and performance by dividing the sample of 107 mutual funds into three groups according to the size of the funds. READ MORE