Essays about: "mutual fund performance"
Showing result 16 - 20 of 136 essays containing the words mutual fund performance.
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16. Does managerial skill exist? - A study of value added and its impact on mutual fund performance
University essay from Göteborgs universitet/Graduate SchoolAbstract : This thesis investigates and compares the relationship between managerial skill and its impact on open-end mutual fund performance in terms of net alpha. The approach is to study managerial skill measured in terms of value added. READ MORE
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17. Morningstar Ratings, Mutual Fund Flows and Performance : Investigating the Swedish Domestic Fund Market
University essay from KTH/Skolan för industriell teknik och management (ITM)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
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18. The Performance of Socially Responsible Investments : Are Swedish mutual funds forced to pay a price for doing good?
University essay from Jönköping UniversityAbstract : The financial performance of Socially Responsible Investing (SRI) strategies is heavily debated in the modern age. Due to lack of evidence on Swedish SRI performance, Swedish investors are uncertain about placing their financial assets in these strategies as they are afraid expected to sacrifice their financial return for doing good. READ MORE
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19. The Existence of Skilled Fund Managers: A Study on Actively Managed Mutual Funds in the US Market
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This paper uses a dataset of 19 689 domestic actively managed mutual funds in the US market during 1980-2020 to find the proportions of skilled- and unskilled funds. The method is based on the false discovery approach applied in a financial setting. We conclude that 58% of our sample are zero-alpha funds, 42% unskilled, and 0% skilled. READ MORE
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20. Evaluation regarding the US fund market : A comparison between different US fund risk classes and their performance
University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)Abstract : The intent of this thesis is to investigate how US equity funds performance differ due to their standard deviation. In order to accomplish this study, we collected daily data for 99 US equity funds for the period 2011-2020 and divided the funds into three risk classification groups based on their standard deviation for the year 2011. READ MORE